Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 518'069 CHF | 174'190 CHF | 93.45% | 93.45% |
14.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 488'530 CHF | 164'343 CHF | 85.49% | 85.49% |
13.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 483'838 CHF | 162'779 CHF | 76.73% | 76.73% |
10.05.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 474'130 CHF | 159'543 CHF | 84.49% | 84.49% |
08.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 463'347 CHF | 155'949 CHF | 85.41% | 85.41% |
07.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 465'726 CHF | 156'742 CHF | 95.22% | 95.22% |
06.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 483'764 CHF | 162'755 CHF | 81.52% | 81.52% |
03.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 484'673 CHF | 163'058 CHF | 97.08% | 97.08% |
02.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 482'404 CHF | 162'301 CHF | 98.02% | 98.02% |
30.04.2024 | 0.86% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 522'871 CHF | 175'790 CHF | 95.16% | 95.16% |