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 | 1.37% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 148'595 | 148'594 | 109'140 CHF | 110'628 CHF | 100.00% | 100.00% |
14.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 148'401 | 148'401 | 109'816 CHF | 111'302 CHF | 99.44% | 99.44% |
13.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 148'593 | 148'593 | 109'959 CHF | 111'446 CHF | 100.00% | 100.00% |
10.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 148'504 | 148'503 | 109'604 CHF | 111'091 CHF | 93.97% | 93.97% |
08.05.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 150'000 | 150'000 | 148'588 | 148'588 | 107'270 CHF | 108'757 CHF | 100.00% | 100.00% |
07.05.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 150'000 | 150'000 | 148'591 | 148'589 | 104'566 CHF | 106'051 CHF | 99.84% | 99.84% |
06.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 148'124 | 148'124 | 105'568 CHF | 107'051 CHF | 97.98% | 97.98% |
03.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 150'000 | 150'000 | 148'493 | 148'493 | 105'430 CHF | 106'916 CHF | 99.28% | 99.28% |
02.05.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 150'000 | 150'000 | 148'594 | 148'592 | 105'226 CHF | 106'713 CHF | 100.00% | 100.00% |
30.04.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 150'000 | 150'000 | 148'585 | 148'585 | 106'416 CHF | 107'904 CHF | 99.51% | 99.51% |