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 | 2.49% | 4.68 CHF | 4.71 CHF | 150'000 | 150'000 | 122'517 | 122'048 | 516'824 CHF | 519'060 CHF | 99.30% | 99.30% |
14.05.2024 | 2.87% | 4.25 CHF | 4.28 CHF | 150'000 | 150'000 | 122'632 | 122'632 | 531'328 CHF | 535'412 CHF | 99.47% | 99.47% |
13.05.2024 | 1.57% | 4.12 CHF | 4.15 CHF | 150'000 | 150'000 | 123'025 | 122'560 | 701'722 CHF | 702'710 CHF | 100.00% | 100.00% |
10.05.2024 | 1.53% | 6.74 CHF | 6.77 CHF | 150'000 | 150'000 | 123'942 | 123'539 | 801'319 CHF | 802'864 CHF | 98.33% | 98.33% |
08.05.2024 | 1.00% | 6.31 CHF | 6.34 CHF | 150'000 | 150'000 | 123'623 | 123'203 | 841'394 CHF | 842'642 CHF | 98.28% | 98.28% |
07.05.2024 | 1.25% | 6.22 CHF | 6.24 CHF | 150'000 | 150'000 | 122'938 | 122'473 | 627'066 CHF | 627'725 CHF | 100.00% | 100.00% |
06.05.2024 | 1.52% | 4.75 CHF | 4.77 CHF | 150'000 | 150'000 | 83'042 | 82'739 | 409'285 CHF | 409'966 CHF | 97.41% | 97.41% |
03.05.2024 | 1.29% | 4.78 CHF | 4.80 CHF | 150'000 | 150'000 | 125'879 | 125'582 | 559'439 CHF | 560'991 CHF | 97.53% | 97.53% |
02.05.2024 | 1.06% | 5.40 CHF | 5.42 CHF | 150'000 | 150'000 | 124'957 | 124'605 | 625'080 CHF | 625'961 CHF | 98.09% | 98.09% |
30.04.2024 | 0.42% | 7.35 CHF | 7.37 CHF | 150'000 | 150'000 | 124'827 | 124'468 | 787'644 CHF | 786'676 CHF | 98.28% | 98.28% |