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 | 1.69% | 1.80 CHF | 1.83 CHF | 60'000 | 60'000 | 59'438 | 59'438 | 105'750 CHF | 107'535 CHF | 100.00% | 100.00% |
14.05.2024 | 1.64% | 1.83 CHF | 1.86 CHF | 60'000 | 60'000 | 59'491 | 59'491 | 108'974 CHF | 110'761 CHF | 99.19% | 99.19% |
13.05.2024 | 1.79% | 1.75 CHF | 1.78 CHF | 60'000 | 60'000 | 59'434 | 59'434 | 100'009 CHF | 101'794 CHF | 99.35% | 99.35% |
10.05.2024 | 1.91% | 1.59 CHF | 1.62 CHF | 60'000 | 60'000 | 59'500 | 59'500 | 93'349 CHF | 95'136 CHF | 99.51% | 99.51% |
08.05.2024 | 1.80% | 1.56 CHF | 1.59 CHF | 60'000 | 60'000 | 59'844 | 59'844 | 99'339 CHF | 101'135 CHF | 99.54% | 99.54% |
07.05.2024 | 1.81% | 1.71 CHF | 1.74 CHF | 60'000 | 60'000 | 59'354 | 59'354 | 98'539 CHF | 100'321 CHF | 99.77% | 99.77% |
06.05.2024 | 1.84% | 1.62 CHF | 1.65 CHF | 60'000 | 60'000 | 59'375 | 59'371 | 96'993 CHF | 98'770 CHF | 98.55% | 98.55% |
03.05.2024 | 1.73% | 1.64 CHF | 1.67 CHF | 60'000 | 60'000 | 59'920 | 59'920 | 103'026 CHF | 104'824 CHF | 98.57% | 98.57% |
02.05.2024 | 1.70% | 1.74 CHF | 1.77 CHF | 60'000 | 60'000 | 59'678 | 59'678 | 105'151 CHF | 106'943 CHF | 99.30% | 99.30% |
30.04.2024 | 1.84% | 1.75 CHF | 1.78 CHF | 60'000 | 60'000 | 59'688 | 59'692 | 97'757 CHF | 99'556 CHF | 99.74% | 99.74% |