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 | 1.25% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 239'058 CHF | 80'686 CHF | 99.32% | 99.32% |
14.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'185 CHF | 80'395 CHF | 99.33% | 99.33% |
13.05.2024 | 1.16% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'847 CHF | 86'616 CHF | 97.07% | 97.07% |
10.05.2024 | 1.09% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'658 CHF | 92'219 CHF | 97.34% | 97.34% |
08.05.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'058 CHF | 89'353 CHF | 97.47% | 97.47% |
07.05.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'886 CHF | 90'295 CHF | 99.30% | 99.30% |
06.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'585 CHF | 92'528 CHF | 98.85% | 98.85% |
03.05.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'374 CHF | 91'125 CHF | 99.23% | 99.23% |
02.05.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'698 CHF | 89'566 CHF | 99.06% | 99.06% |
30.04.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 263'751 CHF | 88'917 CHF | 99.34% | 99.34% |