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 | 1.25% | 1.04 CHF | 1.05 CHF | 140'000 | 140'000 | 134'567 | 134'567 | 117'946 CHF | 119'329 CHF | 99.90% | 99.90% |
14.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 110'956 CHF | 112'456 CHF | 99.70% | 99.70% |
13.05.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 112'909 CHF | 114'409 CHF | 100.00% | 100.00% |
10.05.2024 | 1.30% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 114'970 CHF | 116'470 CHF | 100.00% | 100.00% |
08.05.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 150'000 | 150'000 | 148'861 | 148'861 | 91'230 CHF | 92'730 CHF | 99.67% | 99.67% |
07.05.2024 | 1.52% | 0.69 CHF | 0.70 CHF | 150'000 | 150'000 | 149'931 | 149'931 | 98'326 CHF | 99'826 CHF | 99.75% | 99.75% |
06.05.2024 | 1.91% | 0.55 CHF | 0.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 77'992 CHF | 79'492 CHF | 100.00% | 100.00% |
03.05.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 59'335 CHF | 60'835 CHF | 99.97% | 99.97% |
02.05.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 45'415 CHF | 46'915 CHF | 99.51% | 99.51% |
30.04.2024 | 2.10% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 70'904 CHF | 72'404 CHF | 99.98% | 99.98% |