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 | 1.20% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 49'901 | 49'752 | 66'189 CHF | 66'785 CHF | 98.95% | 98.95% |
14.05.2024 | 1.21% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'345 CHF | 64'118 CHF | 97.14% | 97.14% |
13.05.2024 | 1.39% | 1.20 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'735 CHF | 58'542 CHF | 100.00% | 100.00% |
10.05.2024 | 1.36% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'114 CHF | 58'912 CHF | 94.82% | 94.82% |
08.05.2024 | 1.35% | 1.14 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'975 CHF | 58'765 CHF | 99.32% | 99.32% |
07.05.2024 | 1.38% | 1.14 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'494 CHF | 56'265 CHF | 99.98% | 99.98% |
06.05.2024 | 1.36% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 54'229 CHF | 54'969 CHF | 100.00% | 100.00% |
03.05.2024 | 2.50% | 1.01 CHF | 1.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'361 CHF | 26'003 CHF | 94.64% | 94.64% |
02.05.2024 | 2.46% | 1.04 CHF | 1.07 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 37'688 CHF | 38'626 CHF | 99.09% | 99.09% |
30.04.2024 | 2.37% | 0.93 CHF | 0.95 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 40'058 CHF | 41'003 CHF | 75.76% | 75.76% |