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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.93% | 1.35 CHF | 1.36 CHF | 230'000 | 230'000 | 220'470 | 220'470 | 259'816 CHF | 262'086 CHF | 100.00% | 100.00% |
14.05.2024 | 1.46% | 1.07 CHF | 1.08 CHF | 250'000 | 250'000 | 188'885 | 188'885 | 191'994 CHF | 194'493 CHF | 99.96% | 99.96% |
13.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 250'000 | 250'000 | 249'543 | 249'543 | 252'969 CHF | 255'467 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 0.95 CHF | 0.96 CHF | 260'000 | 260'000 | 259'519 | 259'519 | 262'654 CHF | 265'252 CHF | 100.00% | 100.00% |
08.05.2024 | 1.09% | 0.96 CHF | 0.97 CHF | 260'000 | 260'000 | 257'930 | 257'930 | 240'570 CHF | 243'168 CHF | 93.33% | 93.33% |
07.05.2024 | 1.03% | 1.04 CHF | 1.05 CHF | 260'000 | 260'000 | 259'249 | 259'249 | 253'033 CHF | 255'631 CHF | 99.46% | 99.46% |
06.05.2024 | 1.18% | 0.89 CHF | 0.90 CHF | 300'000 | 300'000 | 299'447 | 299'447 | 254'530 CHF | 257'528 CHF | 100.00% | 100.00% |
03.05.2024 | 1.88% | 0.73 CHF | 0.74 CHF | 300'000 | 300'000 | 263'648 | 263'648 | 176'217 CHF | 179'096 CHF | 99.93% | 99.93% |
02.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 300'000 | 300'000 | 299'435 | 299'435 | 156'051 CHF | 159'050 CHF | 99.20% | 99.20% |
30.04.2024 | 1.29% | 0.70 CHF | 0.71 CHF | 300'000 | 300'000 | 299'450 | 299'450 | 231'628 CHF | 234'626 CHF | 99.98% | 99.98% |