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 | 1.00% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'023 CHF | 150'841 CHF | 93.40% | 93.40% |
14.05.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 420'512 CHF | 141'671 CHF | 85.45% | 85.45% |
13.05.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 416'060 CHF | 140'187 CHF | 76.66% | 76.66% |
10.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 407'193 CHF | 137'231 CHF | 84.57% | 84.57% |
08.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 397'021 CHF | 133'840 CHF | 85.40% | 85.40% |
07.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 399'791 CHF | 134'764 CHF | 95.19% | 95.19% |
06.05.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 417'190 CHF | 140'563 CHF | 81.92% | 81.92% |
03.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 418'826 CHF | 141'109 CHF | 97.17% | 97.17% |
02.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 417'934 CHF | 140'811 CHF | 97.96% | 97.96% |
30.04.2024 | 0.98% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'707 CHF | 153'402 CHF | 95.18% | 95.18% |