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 | 0.92% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 649'246 CHF | 218'415 CHF | 99.27% | 99.27% |
13.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 654'837 CHF | 220'279 CHF | 98.75% | 98.75% |
10.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 678'877 CHF | 228'292 CHF | 99.27% | 99.27% |
08.05.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 656'003 CHF | 220'668 CHF | 99.27% | 99.27% |
07.05.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 638'343 CHF | 214'781 CHF | 99.27% | 99.27% |
06.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 624'783 CHF | 210'261 CHF | 99.27% | 99.27% |
03.05.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 600'271 CHF | 202'090 CHF | 99.10% | 99.10% |
02.05.2024 | 0.98% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 608'306 CHF | 204'769 CHF | 99.24% | 99.24% |
30.04.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 681'325 CHF | 229'108 CHF | 99.13% | 99.13% |
29.04.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 694'850 CHF | 233'617 CHF | 99.07% | 99.07% |