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 | 1.09% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'549 CHF | 69'299 CHF | 99.58% | 99.58% |
14.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'482 CHF | 62'232 CHF | 99.22% | 99.22% |
13.05.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'236 CHF | 58'986 CHF | 98.96% | 98.96% |
10.05.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'823 | 75'823 | 65'686 CHF | 66'444 CHF | 76.37% | 76.37% |
08.05.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'504 CHF | 61'504 CHF | 16.09% | 16.09% |
07.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'533 CHF | 56'533 CHF | 96.76% | 96.76% |
06.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'507 | 100'507 | 54'667 CHF | 55'673 CHF | 99.75% | 99.75% |
03.05.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 124'769 | 124'769 | 57'015 CHF | 58'263 CHF | 98.69% | 98.69% |
02.05.2024 | 2.27% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'259 | 125'259 | 54'579 CHF | 55'831 CHF | 100.00% | 100.00% |
30.04.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 124'440 | 124'440 | 56'416 CHF | 57'661 CHF | 100.00% | 100.00% |