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 | 0.92% | 1.10 CHF | 1.11 CHF | 150'000 | 150'000 | 149'915 | 149'915 | 162'725 CHF | 164'225 CHF | 99.98% | 99.98% |
13.05.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 150'000 | 150'000 | 149'992 | 149'992 | 161'119 CHF | 162'619 CHF | 100.00% | 100.00% |
10.05.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 168'815 CHF | 170'415 CHF | 100.00% | 100.00% |
08.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 160'000 | 160'000 | 159'967 | 159'967 | 158'269 CHF | 159'869 CHF | 99.25% | 99.25% |
07.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 160'000 | 160'000 | 159'860 | 159'860 | 146'060 CHF | 147'660 CHF | 99.99% | 99.99% |
06.05.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 143'250 CHF | 144'850 CHF | 100.00% | 100.00% |
03.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 160'000 | 160'000 | 159'992 | 159'992 | 139'185 CHF | 140'785 CHF | 99.99% | 99.99% |
02.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 139'707 CHF | 141'307 CHF | 100.00% | 100.00% |
30.04.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 160'000 | 160'000 | 159'921 | 159'921 | 143'748 CHF | 145'348 CHF | 100.00% | 100.00% |
29.04.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 143'316 CHF | 144'916 CHF | 99.99% | 99.99% |