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 | 1.33% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 446'582 CHF | 150'861 CHF | 99.27% | 99.27% |
13.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 452'630 CHF | 152'877 CHF | 98.75% | 98.75% |
10.05.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 474'628 CHF | 160'209 CHF | 99.27% | 99.27% |
08.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 453'319 CHF | 153'106 CHF | 99.27% | 99.27% |
07.05.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 437'474 CHF | 147'825 CHF | 99.27% | 99.27% |
06.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 425'095 CHF | 143'698 CHF | 99.27% | 99.27% |
03.05.2024 | 1.48% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 403'954 CHF | 136'651 CHF | 99.09% | 99.09% |
02.05.2024 | 1.45% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 410'810 CHF | 138'937 CHF | 99.24% | 99.24% |
30.04.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 479'469 CHF | 161'823 CHF | 99.14% | 99.14% |
29.04.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 493'463 CHF | 166'488 CHF | 99.06% | 99.06% |