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 | 1.61% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 144'067 | 144'067 | 98'505 CHF | 99'986 CHF | 100.00% | 100.00% |
14.05.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 110'959 CHF | 112'459 CHF | 100.00% | 100.00% |
13.05.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 109'002 CHF | 110'502 CHF | 100.00% | 100.00% |
10.05.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 110'225 CHF | 111'725 CHF | 100.00% | 100.00% |
08.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 150'000 | 150'000 | 148'864 | 148'864 | 121'879 CHF | 123'379 CHF | 99.67% | 99.67% |
07.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 150'000 | 150'000 | 149'928 | 149'928 | 123'186 CHF | 124'686 CHF | 99.75% | 99.75% |
06.05.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 134'660 CHF | 136'160 CHF | 100.00% | 100.00% |
03.05.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 152'099 CHF | 153'599 CHF | 100.00% | 100.00% |
02.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 170'698 CHF | 172'198 CHF | 99.52% | 99.52% |
30.04.2024 | 0.97% | 1.09 CHF | 1.10 CHF | 150'000 | 150'000 | 149'923 | 149'923 | 154'702 CHF | 156'202 CHF | 100.00% | 100.00% |