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 | 1.49% | 2.09 CHF | 2.12 CHF | 40'000 | 40'000 | 39'928 | 39'928 | 80'111 CHF | 81'311 CHF | 100.00% | 100.00% |
14.05.2024 | 1.51% | 2.01 CHF | 2.04 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 78'849 CHF | 80'049 CHF | 99.81% | 99.81% |
13.05.2024 | 1.58% | 1.90 CHF | 1.93 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 75'172 CHF | 76'372 CHF | 100.00% | 100.00% |
10.05.2024 | 1.48% | 1.95 CHF | 1.98 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 80'507 CHF | 81'707 CHF | 99.99% | 99.99% |
08.05.2024 | 1.48% | 2.03 CHF | 2.06 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 80'545 CHF | 81'745 CHF | 99.77% | 99.77% |
07.05.2024 | 1.30% | 2.27 CHF | 2.30 CHF | 40'000 | 40'000 | 39'974 | 39'974 | 92'151 CHF | 93'351 CHF | 98.43% | 98.43% |
06.05.2024 | 1.32% | 2.33 CHF | 2.36 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 90'569 CHF | 91'769 CHF | 100.00% | 100.00% |
03.05.2024 | 1.54% | 2.01 CHF | 2.04 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 77'598 CHF | 78'798 CHF | 99.87% | 99.87% |
02.05.2024 | 1.48% | 1.94 CHF | 1.97 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 80'283 CHF | 81'483 CHF | 99.67% | 99.67% |
30.04.2024 | 1.36% | 2.10 CHF | 2.13 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 87'824 CHF | 89'024 CHF | 100.00% | 100.00% |