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 | 1.27% | 0.58 CHF | 0.59 CHF | 150'000 | 150'000 | 149'705 | 149'705 | 118'376 CHF | 119'876 CHF | 99.83% | 99.83% |
14.05.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 149'968 | 149'968 | 148'542 CHF | 150'042 CHF | 99.88% | 99.88% |
13.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 150'000 | 150'000 | 150'000 | 149'998 | 163'037 CHF | 164'536 CHF | 100.00% | 100.00% |
10.05.2024 | 1.08% | 1.08 CHF | 1.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 139'294 CHF | 140'794 CHF | 100.00% | 100.00% |
08.05.2024 | 0.66% | 1.45 CHF | 1.46 CHF | 150'000 | 150'000 | 149'966 | 149'966 | 227'970 CHF | 229'470 CHF | 99.29% | 99.29% |
07.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 150'000 | 150'000 | 149'899 | 149'899 | 223'757 CHF | 225'257 CHF | 100.00% | 100.00% |
06.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 231'850 CHF | 233'350 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 278'815 CHF | 280'315 CHF | 98.70% | 98.70% |
02.05.2024 | 0.52% | 1.82 CHF | 1.83 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 288'737 CHF | 290'237 CHF | 99.98% | 99.98% |
30.04.2024 | 0.55% | 1.92 CHF | 1.93 CHF | 150'000 | 150'000 | 149'853 | 149'853 | 273'656 CHF | 275'156 CHF | 100.00% | 100.00% |