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 | 1.17% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'807 CHF | 129'102 CHF | 93.41% | 93.41% |
14.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 494'959 | 164'986 | 392'179 CHF | 132'376 CHF | 85.47% | 85.47% |
13.05.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 548'585 | 182'862 | 430'195 CHF | 145'227 CHF | 76.66% | 76.66% |
10.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 460'434 CHF | 155'478 CHF | 84.58% | 84.58% |
08.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 448'450 CHF | 151'483 CHF | 85.43% | 85.43% |
07.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 587'756 | 195'919 | 442'375 CHF | 149'418 CHF | 95.21% | 95.21% |
06.05.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 476'354 | 158'785 | 375'869 CHF | 126'877 CHF | 81.75% | 81.75% |
03.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 571'826 | 190'609 | 454'657 CHF | 153'458 CHF | 97.14% | 97.14% |
02.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 521'479 | 173'826 | 413'577 CHF | 139'597 CHF | 98.01% | 98.01% |
30.04.2024 | 1.14% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'187 CHF | 132'562 CHF | 95.16% | 95.16% |