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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 562'097 CHF | 189'366 CHF | 98.75% | 98.75% |
10.05.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 584'168 CHF | 196'723 CHF | 99.27% | 99.27% |
08.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 563'314 CHF | 189'771 CHF | 99.27% | 99.27% |
07.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 546'928 CHF | 184'309 CHF | 99.27% | 99.27% |
06.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 534'666 CHF | 180'222 CHF | 99.27% | 99.27% |
03.05.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 512'497 CHF | 172'832 CHF | 99.09% | 99.09% |
02.05.2024 | 1.15% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 520'347 CHF | 175'449 CHF | 99.24% | 99.24% |
30.04.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 589'411 CHF | 198'470 CHF | 99.14% | 99.14% |
29.04.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 602'726 CHF | 202'909 CHF | 99.07% | 99.07% |
26.04.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 602'508 CHF | 202'836 CHF | 99.26% | 99.26% |