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 | 1.43% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 121'217 | 121'217 | 83'926 CHF | 85'138 CHF | 99.48% | 99.48% |
14.05.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 77'339 CHF | 78'589 CHF | 99.26% | 99.26% |
13.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 78'824 CHF | 80'074 CHF | 100.00% | 100.00% |
10.05.2024 | 1.47% | 0.71 CHF | 0.72 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 84'340 CHF | 85'590 CHF | 100.00% | 100.00% |
08.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 78'826 CHF | 80'076 CHF | 100.00% | 100.00% |
07.05.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 74'790 CHF | 76'040 CHF | 99.74% | 99.74% |
06.05.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 71'732 CHF | 72'982 CHF | 99.51% | 99.51% |
03.05.2024 | 1.86% | 0.58 CHF | 0.59 CHF | 125'000 | 125'000 | 125'462 | 125'463 | 66'957 CHF | 68'212 CHF | 99.71% | 99.71% |
02.05.2024 | 1.82% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 127'737 | 127'735 | 69'527 CHF | 70'803 CHF | 100.00% | 100.00% |
30.04.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 84'552 CHF | 85'802 CHF | 100.00% | 100.00% |