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 | 3.18% | 0.97 CHF | 1.00 CHF | 60'000 | 60'000 | 59'892 | 59'892 | 55'816 CHF | 57'616 CHF | 100.00% | 100.00% |
14.05.2024 | 3.20% | 0.94 CHF | 0.97 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 55'364 CHF | 57'164 CHF | 99.82% | 99.82% |
13.05.2024 | 3.34% | 0.89 CHF | 0.92 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 52'961 CHF | 54'761 CHF | 100.00% | 100.00% |
10.05.2024 | 2.99% | 0.96 CHF | 0.99 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 59'362 CHF | 61'162 CHF | 100.00% | 100.00% |
08.05.2024 | 2.98% | 1.00 CHF | 1.03 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 59'500 CHF | 61'300 CHF | 99.77% | 99.77% |
07.05.2024 | 2.61% | 1.11 CHF | 1.14 CHF | 60'000 | 60'000 | 59'957 | 59'957 | 68'145 CHF | 69'945 CHF | 98.97% | 98.97% |
06.05.2024 | 2.64% | 1.16 CHF | 1.19 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 67'413 CHF | 69'213 CHF | 100.00% | 100.00% |
03.05.2024 | 3.05% | 1.00 CHF | 1.03 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 58'115 CHF | 59'915 CHF | 99.90% | 99.90% |
02.05.2024 | 2.95% | 0.97 CHF | 1.00 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 60'245 CHF | 62'045 CHF | 99.61% | 99.61% |
30.04.2024 | 2.69% | 1.05 CHF | 1.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 65'988 CHF | 67'788 CHF | 100.00% | 100.00% |