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 | 1.10% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 544'827 CHF | 183'609 CHF | 99.27% | 99.27% |
13.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 550'970 CHF | 185'657 CHF | 98.75% | 98.75% |
10.05.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 573'607 CHF | 193'202 CHF | 99.27% | 99.27% |
08.05.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 550'729 CHF | 185'576 CHF | 99.27% | 99.27% |
07.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 533'293 CHF | 179'764 CHF | 99.27% | 99.27% |
06.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 519'528 CHF | 175'176 CHF | 99.27% | 99.27% |
03.05.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 495'507 CHF | 167'169 CHF | 99.10% | 99.10% |
02.05.2024 | 1.19% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 502'740 CHF | 169'580 CHF | 99.24% | 99.24% |
30.04.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 576'324 CHF | 194'108 CHF | 99.14% | 99.14% |
29.04.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 590'657 CHF | 198'886 CHF | 99.06% | 99.06% |