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 | 1.18% | 0.85 CHF | 0.86 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 105'355 CHF | 106'605 CHF | 99.55% | 99.55% |
13.05.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 104'015 CHF | 105'265 CHF | 99.56% | 99.56% |
10.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 101'860 CHF | 103'110 CHF | 99.51% | 99.51% |
08.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 99'285 CHF | 100'535 CHF | 99.52% | 99.52% |
07.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 99'829 CHF | 101'079 CHF | 99.52% | 99.52% |
06.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 104'176 CHF | 105'426 CHF | 99.49% | 99.49% |
03.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 103'600 CHF | 104'850 CHF | 99.57% | 99.57% |
02.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 125'000 | 125'000 | 108'792 | 108'792 | 89'163 CHF | 90'251 CHF | 99.47% | 99.47% |
30.04.2024 | 1.10% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'356 CHF | 91'356 CHF | 99.56% | 99.56% |
29.04.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'933 CHF | 96'933 CHF | 99.52% | 99.52% |