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 | 0.83% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 573'579 | 191'193 | 691'113 CHF | 232'283 CHF | 97.84% | 97.84% |
14.05.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 693'432 CHF | 233'144 CHF | 97.61% | 97.61% |
13.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 700'420 CHF | 235'473 CHF | 96.55% | 96.55% |
10.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 696'664 CHF | 234'221 CHF | 96.62% | 96.62% |
08.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 710'390 CHF | 238'797 CHF | 97.11% | 97.11% |
07.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 723'553 CHF | 243'184 CHF | 97.76% | 97.76% |
06.05.2024 | 0.86% | 1.22 CHF | 1.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 696'111 CHF | 234'037 CHF | 98.02% | 98.02% |
03.05.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 642'828 CHF | 216'276 CHF | 94.36% | 94.36% |
02.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 605'643 CHF | 203'881 CHF | 96.85% | 96.85% |
30.04.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 600'000 | 200'000 | 599'992 | 200'000 | 668'985 CHF | 224'998 CHF | 98.26% | 98.26% |