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 | 0.82% | 1.28 CHF | 1.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 915'733 CHF | 307'744 CHF | 94.90% | 94.90% |
14.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 903'555 CHF | 303'685 CHF | 99.36% | 99.36% |
13.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 940'306 CHF | 315'935 CHF | 98.73% | 98.73% |
10.05.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 917'926 CHF | 308'475 CHF | 99.36% | 99.36% |
08.05.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 929'359 CHF | 312'286 CHF | 99.37% | 99.37% |
07.05.2024 | 0.87% | 1.22 CHF | 1.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 862'116 CHF | 289'872 CHF | 98.14% | 98.14% |
06.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 845'798 CHF | 284'433 CHF | 99.38% | 99.38% |
03.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 846'152 CHF | 284'551 CHF | 99.34% | 99.34% |
02.05.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 822'466 CHF | 276'655 CHF | 99.34% | 99.34% |
30.04.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 814'880 CHF | 274'127 CHF | 99.37% | 99.37% |