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 | 0.95% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 632'092 CHF | 212'697 CHF | 99.01% | 99.01% |
14.05.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 623'062 CHF | 209'688 CHF | 99.28% | 99.28% |
13.05.2024 | 1.14% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 526'329 CHF | 177'443 CHF | 99.03% | 99.03% |
10.05.2024 | 1.07% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 558'120 CHF | 188'040 CHF | 92.45% | 92.45% |
08.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 550'824 CHF | 185'608 CHF | 91.98% | 91.98% |
07.05.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 564'980 CHF | 190'327 CHF | 99.18% | 99.18% |
06.05.2024 | 1.00% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 596'884 CHF | 200'961 CHF | 99.32% | 99.32% |
03.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 602'832 CHF | 202'944 CHF | 99.24% | 99.24% |
02.05.2024 | 1.23% | 0.91 CHF | 0.92 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 610'444 CHF | 205'981 CHF | 94.46% | 94.46% |
30.04.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 593'534 CHF | 200'345 CHF | 99.14% | 99.14% |