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 | 0.89% | 1.17 CHF | 1.18 CHF | 750'000 | 250'000 | 749'999 | 250'000 | 838'977 CHF | 282'160 CHF | 98.19% | 98.19% |
14.05.2024 | 0.97% | 1.11 CHF | 1.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 770'372 CHF | 259'291 CHF | 97.19% | 97.19% |
13.05.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 750'000 | 250'000 | 750'000 | 249'999 | 829'583 CHF | 279'027 CHF | 98.52% | 98.52% |
10.05.2024 | 0.83% | 1.11 CHF | 1.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 899'278 CHF | 302'259 CHF | 94.02% | 94.02% |
08.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 905'581 CHF | 304'360 CHF | 98.90% | 98.90% |
07.05.2024 | 0.73% | 1.31 CHF | 1.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'021'000 CHF | 342'835 CHF | 98.92% | 98.92% |
06.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'051'250 CHF | 352'918 CHF | 98.50% | 98.50% |
03.05.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'009'180 CHF | 338'893 CHF | 95.82% | 95.82% |
02.05.2024 | 0.77% | 1.36 CHF | 1.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 968'646 CHF | 325'382 CHF | 99.00% | 99.00% |
30.04.2024 | 0.77% | 1.24 CHF | 1.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 974'506 CHF | 327'335 CHF | 98.75% | 98.75% |