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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 250'000 | 250'000 | 247'380 | 247'380 | 357'291 CHF | 359'784 CHF | 97.78% | 97.78% |
13.05.2024 | 0.72% | 1.52 CHF | 1.53 CHF | 250'000 | 250'000 | 246'257 | 246'257 | 357'986 CHF | 360'477 CHF | 99.93% | 99.93% |
10.05.2024 | 0.81% | 1.29 CHF | 1.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 306'345 CHF | 308'845 CHF | 98.68% | 98.68% |
08.05.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 435'475 CHF | 437'975 CHF | 100.00% | 100.00% |
07.05.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 425'616 CHF | 428'116 CHF | 99.97% | 99.97% |
06.05.2024 | 0.78% | 1.64 CHF | 1.65 CHF | 250'000 | 250'000 | 230'381 | 230'381 | 382'414 CHF | 384'865 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 1.90 CHF | 1.91 CHF | 250'000 | 250'000 | 215'325 | 215'325 | 400'031 CHF | 402'444 CHF | 97.07% | 97.07% |
02.05.2024 | 0.65% | 1.84 CHF | 1.85 CHF | 250'000 | 250'000 | 236'194 | 236'194 | 436'969 CHF | 439'435 CHF | 99.09% | 99.09% |
30.04.2024 | 0.66% | 1.89 CHF | 1.90 CHF | 250'000 | 250'000 | 238'629 | 238'629 | 418'481 CHF | 420'953 CHF | 99.13% | 99.13% |
29.04.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 378'773 CHF | 381'273 CHF | 99.98% | 99.98% |