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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.99% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'169 CHF | 75'919 CHF | 92.22% | 92.22% |
13.05.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'202 CHF | 75'952 CHF | 100.00% | 100.00% |
10.05.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'582 CHF | 70'332 CHF | 100.00% | 100.00% |
08.05.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 76'220 | 76'220 | 52'264 CHF | 53'026 CHF | 100.00% | 100.00% |
07.05.2024 | 1.87% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 104'647 | 104'683 | 55'547 CHF | 56'613 CHF | 100.00% | 100.00% |
06.05.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 138'957 | 138'949 | 54'849 CHF | 56'235 CHF | 100.00% | 100.00% |
03.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 171'153 | 171'153 | 55'723 CHF | 57'434 CHF | 94.41% | 94.41% |
02.05.2024 | 3.06% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 168'244 | 168'244 | 54'176 CHF | 55'860 CHF | 100.00% | 100.00% |
30.04.2024 | 2.53% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 140'728 | 140'717 | 54'848 CHF | 56'250 CHF | 100.00% | 100.00% |
29.04.2024 | 2.14% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'851 CHF | 59'101 CHF | 100.00% | 100.00% |