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 | - | 1.80 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.66% |
14.05.2024 | - | 1.83 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.67% |
13.05.2024 | - | 1.73 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.66% |
10.05.2024 | 0.79% | 1.70 CHF | 1.81 CHF | 50'000 | 10'000 | 30'000 | 12'992 | 52'581 CHF | 23'007 CHF | 52.75% | 98.56% |
08.05.2024 | 0.73% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 42'172 | 20'273 | 69'943 CHF | 34'933 CHF | 99.67% | 99.67% |
07.05.2024 | 0.81% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 42'183 | 20'293 | 62'977 CHF | 30'823 CHF | 99.20% | 99.20% |
06.05.2024 | 0.97% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 48'441 | 20'273 | 60'540 CHF | 26'341 CHF | 99.66% | 99.66% |
03.05.2024 | 1.17% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 51'889 | 20'209 | 53'673 CHF | 21'961 CHF | 99.34% | 99.34% |
02.05.2024 | 1.38% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'443 | 20'245 | 52'971 CHF | 18'454 CHF | 99.66% | 99.66% |
30.04.2024 | 1.30% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 19'510 | 55'442 CHF | 18'086 CHF | 97.16% | 97.16% |