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 | 0.78% | 1.30 CHF | 1.31 CHF | 250'000 | 250'000 | 249'527 | 249'527 | 320'371 CHF | 322'871 CHF | 99.80% | 99.80% |
14.05.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 250'000 | 250'000 | 249'953 | 249'953 | 325'951 CHF | 328'451 CHF | 100.00% | 100.00% |
13.05.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 340'680 CHF | 343'180 CHF | 100.00% | 100.00% |
10.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 335'788 CHF | 338'288 CHF | 99.57% | 99.57% |
08.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 250'000 | 250'000 | 249'939 | 249'939 | 352'552 CHF | 355'052 CHF | 99.29% | 99.29% |
07.05.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 250'000 | 250'000 | 249'833 | 249'833 | 362'188 CHF | 364'688 CHF | 100.00% | 100.00% |
06.05.2024 | 0.68% | 1.41 CHF | 1.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 363'952 CHF | 366'452 CHF | 100.00% | 100.00% |
03.05.2024 | 0.63% | 1.52 CHF | 1.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 395'037 CHF | 397'537 CHF | 99.99% | 99.99% |
02.05.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 412'011 CHF | 414'511 CHF | 100.00% | 100.00% |
30.04.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 250'000 | 250'000 | 249'867 | 249'867 | 393'220 CHF | 395'720 CHF | 99.99% | 99.99% |