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 | 0.83% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 42'172 | 20'267 | 61'256 CHF | 29'974 CHF | 99.62% | 99.62% |
14.05.2024 | 0.81% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 42'171 | 20'242 | 62'453 CHF | 30'389 CHF | 99.62% | 99.62% |
13.05.2024 | 0.87% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 42'171 | 20'236 | 58'483 CHF | 28'225 CHF | 99.61% | 99.61% |
10.05.2024 | 0.84% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 42'132 | 20'125 | 61'239 CHF | 29'568 CHF | 98.57% | 98.57% |
08.05.2024 | 0.92% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 42'172 | 20'266 | 56'010 CHF | 28'187 CHF | 99.62% | 99.62% |
07.05.2024 | 1.03% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 20'284 | 58'576 CHF | 24'302 CHF | 99.15% | 99.15% |
06.05.2024 | 1.28% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 58'502 | 20'266 | 55'296 CHF | 20'153 CHF | 99.62% | 99.62% |
03.05.2024 | 1.59% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 68'858 | 20'078 | 52'201 CHF | 16'179 CHF | 99.08% | 99.08% |
02.05.2024 | 1.93% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 87'240 | 20'238 | 54'426 CHF | 13'283 CHF | 99.62% | 99.62% |
30.04.2024 | 1.80% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 80'386 | 19'501 | 53'637 CHF | 13'098 CHF | 97.12% | 97.12% |