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 | 1.44% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 49'752 | 54'917 CHF | 55'431 CHF | 98.95% | 98.95% |
14.05.2024 | 1.51% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 51'514 | 50'000 | 53'526 CHF | 52'818 CHF | 97.14% | 97.14% |
13.05.2024 | 1.72% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'096 CHF | 47'560 CHF | 100.00% | 100.00% |
10.05.2024 | 1.71% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'512 CHF | 47'903 CHF | 94.82% | 94.82% |
08.05.2024 | 1.69% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'383 CHF | 47'784 CHF | 99.32% | 99.32% |
07.05.2024 | 1.67% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'603 CHF | 45'423 CHF | 99.98% | 99.98% |
06.05.2024 | 1.44% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 59'896 | 49'867 | 52'085 CHF | 43'994 CHF | 100.00% | 100.00% |
03.05.2024 | 1.93% | 0.80 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'099 CHF | 20'491 CHF | 93.99% | 93.99% |
02.05.2024 | 1.88% | 0.83 CHF | 0.85 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 29'833 CHF | 30'397 CHF | 99.09% | 99.09% |
30.04.2024 | 2.29% | 0.73 CHF | 0.74 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 31'582 CHF | 32'323 CHF | 81.50% | 81.50% |