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 | 1.24% | 0.83 CHF | 0.84 CHF | 120'000 | 120'000 | 123'782 | 123'782 | 99'533 CHF | 100'774 CHF | 100.00% | 100.00% |
14.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 125'000 | 125'000 | 124'972 | 124'972 | 96'790 CHF | 98'040 CHF | 99.99% | 99.99% |
13.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 95'487 CHF | 96'737 CHF | 100.00% | 100.00% |
10.05.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 96'196 CHF | 97'446 CHF | 100.00% | 100.00% |
08.05.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 95'909 CHF | 97'159 CHF | 99.06% | 99.06% |
07.05.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 125'000 | 125'000 | 126'357 | 126'357 | 92'934 CHF | 94'198 CHF | 99.60% | 99.60% |
06.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 130'000 | 130'000 | 128'326 | 128'326 | 93'498 CHF | 94'781 CHF | 100.00% | 100.00% |
03.05.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 130'000 | 130'000 | 129'151 | 129'151 | 93'182 CHF | 94'474 CHF | 100.00% | 100.00% |
02.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 125'000 | 125'000 | 124'951 | 124'951 | 96'114 CHF | 97'364 CHF | 100.00% | 100.00% |
30.04.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 120'000 | 120'000 | 120'250 | 120'250 | 104'071 CHF | 105'274 CHF | 100.00% | 100.00% |