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 | 1.15% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 49'487 | 52'010 CHF | 43'394 CHF | 98.95% | 98.95% |
14.05.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'450 CHF | 43'375 CHF | 100.00% | 100.00% |
13.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 50'808 CHF | 42'840 CHF | 100.00% | 100.00% |
10.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'126 CHF | 43'105 CHF | 100.00% | 100.00% |
08.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 60'535 | 50'000 | 50'836 CHF | 42'493 CHF | 94.79% | 94.79% |
07.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 67'269 | 50'000 | 55'871 CHF | 42'046 CHF | 98.92% | 98.92% |
06.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 69'979 | 50'000 | 57'690 CHF | 41'720 CHF | 100.00% | 100.00% |
03.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 63'045 | 50'000 | 52'813 CHF | 42'409 CHF | 98.64% | 98.64% |
02.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 57'032 CHF | 41'237 CHF | 99.13% | 99.13% |
30.04.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'552 CHF | 40'894 CHF | 100.00% | 100.00% |