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 | 1.56% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'862 CHF | 48'612 CHF | 98.32% | 98.32% |
14.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 75'000 | 75'000 | 75'000 | 74'979 | 49'461 CHF | 50'196 CHF | 99.36% | 99.36% |
13.05.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 74'980 | 74'980 | 50'340 CHF | 51'091 CHF | 98.92% | 98.92% |
10.05.2024 | 1.48% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 76'465 | 76'465 | 51'348 CHF | 52'114 CHF | 99.37% | 99.37% |
08.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 91'939 | 91'981 | 54'905 CHF | 55'850 CHF | 99.37% | 99.37% |
07.05.2024 | 1.86% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'278 CHF | 54'278 CHF | 94.70% | 94.70% |
06.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'077 CHF | 56'077 CHF | 99.36% | 99.36% |
03.05.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'990 | 99'963 | 55'816 CHF | 56'800 CHF | 99.35% | 99.35% |
02.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 99'964 | 100'000 | 55'323 CHF | 56'343 CHF | 99.36% | 99.36% |
30.04.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 99'957 | 99'961 | 54'276 CHF | 55'278 CHF | 99.36% | 99.36% |