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% | 0.73 CHF | 0.74 CHF | 130'000 | 130'000 | 71'142 | 71'142 | 53'557 CHF | 54'276 CHF | 99.56% | 99.56% |
14.05.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 130'000 | 130'000 | 71'646 | 71'646 | 55'534 CHF | 56'252 CHF | 100.00% | 100.00% |
13.05.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 130'000 | 130'000 | 71'659 | 71'659 | 56'354 CHF | 57'072 CHF | 100.00% | 100.00% |
10.05.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 130'000 | 130'000 | 70'852 | 70'852 | 53'373 CHF | 54'083 CHF | 100.00% | 100.00% |
08.05.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 130'000 | 130'000 | 71'041 | 71'041 | 56'864 CHF | 57'575 CHF | 98.63% | 98.63% |
07.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 130'000 | 130'000 | 71'895 | 71'895 | 58'181 CHF | 58'902 CHF | 98.41% | 98.41% |
06.05.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 130'000 | 130'000 | 71'660 | 71'660 | 57'288 CHF | 58'006 CHF | 100.00% | 100.00% |
03.05.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 130'000 | 130'000 | 71'048 | 71'048 | 58'295 CHF | 59'007 CHF | 99.97% | 99.97% |
02.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 130'000 | 130'000 | 48'085 | 48'085 | 40'178 CHF | 40'660 CHF | 100.00% | 100.00% |
30.04.2024 | 1.30% | 0.80 CHF | 0.81 CHF | 130'000 | 130'000 | 71'697 | 71'697 | 56'132 CHF | 56'851 CHF | 99.70% | 99.70% |