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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450'000 | 125'000 | 450'000 | 125'000 | 356'193 CHF | 100'192 CHF | 99.16% | 99.16% |
13.05.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 450'000 | 125'000 | 449'993 | 125'000 | 339'557 CHF | 95'573 CHF | 98.59% | 98.59% |
10.05.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 450'000 | 125'000 | 450'000 | 125'000 | 271'450 CHF | 76'653 CHF | 99.17% | 99.17% |
08.05.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 450'000 | 125'000 | 449'992 | 124'993 | 201'350 CHF | 57'179 CHF | 99.17% | 99.17% |
07.05.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 600'000 | 125'000 | 599'993 | 124'985 | 218'433 CHF | 46'752 CHF | 97.94% | 97.94% |
06.05.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 600'000 | 125'000 | 599'036 | 124'993 | 241'019 CHF | 51'544 CHF | 99.17% | 99.17% |
03.05.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 600'000 | 125'000 | 594'097 | 125'000 | 240'039 CHF | 51'783 CHF | 99.16% | 99.16% |
02.05.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 600'000 | 125'000 | 600'000 | 125'000 | 232'249 CHF | 49'635 CHF | 99.15% | 99.15% |
30.04.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 450'000 | 125'000 | 496'176 | 125'000 | 215'332 CHF | 55'619 CHF | 99.17% | 99.17% |
29.04.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 600'000 | 125'000 | 598'658 | 125'000 | 251'704 CHF | 53'809 CHF | 99.17% | 99.17% |