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 | 1.30% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 245'420 | 100'000 | 187'128 CHF | 77'619 CHF | 99.58% | 99.58% |
14.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 184'964 CHF | 83'206 CHF | 99.36% | 99.36% |
13.05.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 190'465 CHF | 85'651 CHF | 98.78% | 98.78% |
10.05.2024 | 1.19% | 0.88 CHF | 0.89 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 188'540 CHF | 84'795 CHF | 99.38% | 99.38% |
08.05.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 247'478 | 100'000 | 209'427 CHF | 85'728 CHF | 99.38% | 99.38% |
07.05.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 225'000 | 100'000 | 225'143 | 100'000 | 204'523 CHF | 91'845 CHF | 98.14% | 98.14% |
06.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 207'170 CHF | 93'075 CHF | 99.37% | 99.37% |
03.05.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 210'593 CHF | 94'597 CHF | 99.35% | 99.35% |
02.05.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 225'000 | 100'000 | 287'379 | 100'000 | 244'542 CHF | 86'223 CHF | 99.35% | 99.35% |
30.04.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'509 CHF | 71'836 CHF | 99.38% | 99.38% |