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 | 2.83% | 1.10 CHF | 1.13 CHF | 40'000 | 40'000 | 39'928 | 39'928 | 41'822 CHF | 43'022 CHF | 100.00% | 100.00% |
14.05.2024 | 2.88% | 1.06 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'373 CHF | 52'873 CHF | 99.81% | 99.81% |
13.05.2024 | 3.07% | 0.98 CHF | 1.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'189 CHF | 49'689 CHF | 100.00% | 100.00% |
10.05.2024 | 2.74% | 1.03 CHF | 1.06 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 43'234 CHF | 44'434 CHF | 100.00% | 100.00% |
08.05.2024 | 2.69% | 1.11 CHF | 1.14 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 44'017 CHF | 45'217 CHF | 99.77% | 99.77% |
07.05.2024 | 2.22% | 1.30 CHF | 1.33 CHF | 40'000 | 40'000 | 39'975 | 39'975 | 53'626 CHF | 54'826 CHF | 98.43% | 98.43% |
06.05.2024 | 2.24% | 1.37 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'185 CHF | 67'685 CHF | 100.00% | 100.00% |
03.05.2024 | 2.76% | 1.12 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'603 CHF | 55'103 CHF | 99.89% | 99.89% |
02.05.2024 | 2.63% | 1.07 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'252 CHF | 57'752 CHF | 99.58% | 99.58% |
30.04.2024 | 2.29% | 1.22 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'630 CHF | 66'130 CHF | 100.00% | 100.00% |