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 | 1.56% | 0.79 CHF | 0.80 CHF | 130'000 | 130'000 | 58'407 | 58'407 | 41'918 CHF | 42'512 CHF | 99.63% | 99.63% |
14.05.2024 | 2.04% | 0.65 CHF | 0.66 CHF | 135'000 | 135'000 | 61'508 | 61'508 | 32'732 CHF | 33'349 CHF | 99.59% | 99.59% |
13.05.2024 | 1.58% | 0.60 CHF | 0.61 CHF | 135'000 | 135'000 | 60'791 | 60'791 | 38'829 CHF | 39'440 CHF | 98.43% | 98.43% |
10.05.2024 | 1.27% | 0.64 CHF | 0.65 CHF | 135'000 | 135'000 | 59'035 | 59'035 | 45'677 CHF | 46'268 CHF | 99.99% | 99.99% |
08.05.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 130'000 | 130'000 | 57'762 | 57'762 | 45'566 CHF | 46'145 CHF | 99.07% | 99.07% |
07.05.2024 | 0.96% | 0.97 CHF | 0.98 CHF | 125'000 | 125'000 | 54'532 | 54'532 | 56'342 CHF | 56'889 CHF | 99.94% | 99.94% |
06.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 120'000 | 120'000 | 53'403 | 53'403 | 60'429 CHF | 60'967 CHF | 100.00% | 100.00% |
03.05.2024 | 1.58% | 0.92 CHF | 0.93 CHF | 125'000 | 125'000 | 41'326 | 41'326 | 41'895 CHF | 42'395 CHF | 98.91% | 98.91% |
02.05.2024 | - | 0.98 CHF | - CHF | 125'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
30.04.2024 | 1.12% | 0.75 CHF | 0.87 CHF | 130'000 | 125'000 | 34'259 | 34'259 | 30'902 CHF | 31'247 CHF | 59.80% | 99.34% |