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 | 2.14% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 346'726 CHF | 118'075 CHF | 85.45% | 85.45% |
13.05.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 344'562 CHF | 117'354 CHF | 76.71% | 76.71% |
10.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 336'098 CHF | 114'533 CHF | 84.66% | 84.66% |
08.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 327'418 CHF | 111'639 CHF | 85.36% | 85.36% |
07.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 331'619 CHF | 113'040 CHF | 95.18% | 95.18% |
06.05.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 350'674 CHF | 119'391 CHF | 81.55% | 81.55% |
03.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 359'086 CHF | 122'195 CHF | 97.07% | 97.07% |
02.05.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 360'557 CHF | 122'686 CHF | 97.99% | 97.99% |
30.04.2024 | 1.84% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 706'847 | 235'616 | 379'781 CHF | 128'950 CHF | 95.17% | 95.17% |
29.04.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 350'516 CHF | 118'839 CHF | 86.66% | 86.66% |