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 | 1.41% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 423'955 CHF | 143'318 CHF | 99.15% | 99.15% |
14.05.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 416'836 CHF | 140'945 CHF | 99.36% | 99.36% |
13.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 398'655 CHF | 134'885 CHF | 98.85% | 98.85% |
10.05.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 405'221 CHF | 137'074 CHF | 99.37% | 99.37% |
08.05.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 394'916 CHF | 133'639 CHF | 99.36% | 99.36% |
07.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 377'874 CHF | 127'958 CHF | 99.37% | 99.37% |
06.05.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 355'818 CHF | 120'606 CHF | 99.37% | 99.37% |
03.05.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 352'187 CHF | 119'396 CHF | 99.14% | 99.14% |
02.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 346'382 CHF | 117'461 CHF | 99.34% | 99.34% |
30.04.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 380'296 CHF | 128'765 CHF | 99.23% | 99.23% |