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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 663'788 CHF | 222'763 CHF | 97.67% | 97.67% |
10.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 659'574 CHF | 221'358 CHF | 96.66% | 96.66% |
08.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 673'433 CHF | 225'978 CHF | 97.07% | 97.07% |
07.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 684'258 CHF | 229'586 CHF | 97.70% | 97.70% |
06.05.2024 | 0.68% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 658'198 CHF | 220'899 CHF | 98.01% | 98.01% |
03.05.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 611'241 CHF | 205'247 CHF | 94.61% | 94.61% |
02.05.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 577'564 CHF | 194'021 CHF | 98.17% | 98.17% |
30.04.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 632'504 CHF | 212'335 CHF | 98.08% | 98.08% |
29.04.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 633'391 CHF | 212'630 CHF | 99.22% | 99.22% |
26.04.2024 | 0.78% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 574'988 CHF | 193'163 CHF | 98.03% | 98.03% |