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 | 0.85% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 353'400 CHF | 118'800 CHF | 99.15% | 99.15% |
14.05.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 318'225 CHF | 107'075 CHF | 99.22% | 99.22% |
13.05.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 307'367 CHF | 103'456 CHF | 98.26% | 98.26% |
10.05.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'477 CHF | 91'826 CHF | 99.23% | 99.23% |
08.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'124 CHF | 91'041 CHF | 99.20% | 99.20% |
07.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 289'142 CHF | 97'381 CHF | 99.19% | 99.19% |
06.05.2024 | 1.16% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 257'865 CHF | 86'955 CHF | 99.27% | 99.27% |
03.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'880 CHF | 65'293 CHF | 99.13% | 99.13% |
02.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'024 CHF | 56'341 CHF | 99.19% | 99.19% |
30.04.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 208'723 CHF | 70'574 CHF | 98.52% | 98.52% |