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 | 0.60% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 49'791 | 49'739 | 84'924 CHF | 85'338 CHF | 93.48% | 93.48% |
14.05.2024 | 0.64% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 48'033 | 48'033 | 80'811 CHF | 81'311 CHF | 100.00% | 100.00% |
13.05.2024 | 1.18% | 1.67 CHF | 1.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'235 CHF | 42'735 CHF | 100.00% | 100.00% |
10.05.2024 | 1.22% | 1.62 CHF | 1.64 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 61'037 CHF | 61'787 CHF | 98.77% | 98.77% |
08.05.2024 | 1.49% | 1.51 CHF | 1.54 CHF | 25'000 | 25'000 | 25'747 | 25'747 | 39'143 CHF | 39'718 CHF | 98.88% | 98.88% |
07.05.2024 | 0.77% | 1.65 CHF | 1.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'765 CHF | 123'710 CHF | 98.93% | 98.93% |
06.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'913 CHF | 81'428 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'241 CHF | 122'991 CHF | 98.63% | 98.63% |
02.05.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'249 CHF | 110'999 CHF | 99.12% | 99.12% |
30.04.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'093 CHF | 110'843 CHF | 100.00% | 100.00% |