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 | 0.61% | 1.86 CHF | 1.87 CHF | 250'000 | 250'000 | 244'797 | 244'797 | 431'528 CHF | 434'016 CHF | 97.09% | 97.09% |
14.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 400'877 CHF | 403'377 CHF | 95.48% | 95.48% |
13.05.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 416'780 CHF | 419'280 CHF | 92.15% | 92.15% |
10.05.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 442'410 CHF | 444'910 CHF | 49.83% | 49.83% |
08.05.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 330'521 CHF | 333'021 CHF | 83.09% | 83.09% |
07.05.2024 | 0.95% | 1.25 CHF | 1.26 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 264'311 CHF | 266'811 CHF | 89.31% | 89.31% |
06.05.2024 | 1.21% | 0.87 CHF | 0.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 207'354 CHF | 209'854 CHF | 93.02% | 93.02% |
03.05.2024 | 2.71% | 0.66 CHF | 0.70 CHF | 50'000 | 50'000 | 190'172 | 190'172 | 129'401 CHF | 131'751 CHF | 88.00% | 88.00% |
02.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 165'928 CHF | 168'428 CHF | 91.04% | 91.04% |
30.04.2024 | 1.24% | 0.71 CHF | 0.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 200'779 CHF | 203'279 CHF | 94.93% | 94.93% |