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 | 0.79% | 1.25 CHF | 1.26 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 376'148 CHF | 63'191 CHF | 99.16% | 99.16% |
13.05.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 363'765 CHF | 61'128 CHF | 98.59% | 98.59% |
10.05.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 309'504 CHF | 52'084 CHF | 99.17% | 99.17% |
08.05.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 450'000 | 50'000 | 443'812 | 50'000 | 366'921 CHF | 41'871 CHF | 99.17% | 99.17% |
07.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 314'226 CHF | 35'414 CHF | 97.94% | 97.94% |
06.05.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 336'055 CHF | 37'839 CHF | 99.17% | 99.17% |
03.05.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 336'768 CHF | 37'919 CHF | 99.16% | 99.16% |
02.05.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 324'832 CHF | 36'592 CHF | 99.15% | 99.15% |
30.04.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 354'803 CHF | 39'923 CHF | 99.16% | 99.16% |
29.04.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 344'263 CHF | 38'751 CHF | 99.17% | 99.17% |