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 | 1.32% | 0.77 CHF | 0.78 CHF | 250'000 | 250'000 | 249'525 | 249'525 | 188'735 CHF | 191'235 CHF | 99.79% | 99.79% |
14.05.2024 | 1.28% | 0.74 CHF | 0.75 CHF | 250'000 | 250'000 | 249'963 | 249'963 | 193'698 CHF | 196'198 CHF | 100.00% | 100.00% |
13.05.2024 | 1.19% | 0.79 CHF | 0.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 208'560 CHF | 211'060 CHF | 100.00% | 100.00% |
10.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 203'458 CHF | 205'958 CHF | 99.61% | 99.61% |
08.05.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 250'000 | 250'000 | 249'940 | 249'940 | 220'149 CHF | 222'649 CHF | 99.29% | 99.29% |
07.05.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 250'000 | 250'000 | 249'837 | 249'837 | 229'850 CHF | 232'350 CHF | 100.00% | 100.00% |
06.05.2024 | 1.07% | 0.88 CHF | 0.89 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 232'130 CHF | 234'630 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 0.99 CHF | 1.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 263'050 CHF | 265'550 CHF | 100.00% | 100.00% |
02.05.2024 | 0.89% | 1.08 CHF | 1.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 278'939 CHF | 281'439 CHF | 100.00% | 100.00% |
30.04.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 250'000 | 250'000 | 249'857 | 249'857 | 259'944 CHF | 262'444 CHF | 100.00% | 100.00% |