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 | 0.62% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 49'901 | 49'753 | 81'841 CHF | 82'102 CHF | 98.93% | 98.93% |
14.05.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 49'363 | 49'363 | 78'708 CHF | 79'205 CHF | 99.97% | 99.97% |
13.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'987 CHF | 80'487 CHF | 100.00% | 100.00% |
10.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'347 CHF | 80'847 CHF | 100.00% | 100.00% |
08.05.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'895 CHF | 78'395 CHF | 100.00% | 100.00% |
07.05.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'681 CHF | 79'181 CHF | 96.44% | 96.44% |
06.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'831 CHF | 76'331 CHF | 100.00% | 100.00% |
03.05.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'045 CHF | 75'545 CHF | 94.34% | 94.34% |
02.05.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'113 CHF | 72'613 CHF | 99.13% | 99.13% |
30.04.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'689 CHF | 74'189 CHF | 100.00% | 100.00% |