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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 579'458 CHF | 194'653 CHF | 99.36% | 99.36% |
13.05.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 584'495 CHF | 196'332 CHF | 98.91% | 98.91% |
10.05.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 563'844 CHF | 189'448 CHF | 99.38% | 99.38% |
08.05.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 528'322 CHF | 177'607 CHF | 99.37% | 99.37% |
07.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 549'686 CHF | 184'729 CHF | 99.37% | 99.37% |
06.05.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 523'076 CHF | 175'859 CHF | 99.36% | 99.36% |
03.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 517'729 CHF | 174'076 CHF | 99.17% | 99.17% |
02.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 600'000 | 200'000 | 542'126 | 180'713 | 579'569 CHF | 195'001 CHF | 99.27% | 99.27% |
30.04.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 592'808 CHF | 199'603 CHF | 99.35% | 99.35% |
29.04.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 578'926 CHF | 194'975 CHF | 99.28% | 99.28% |