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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.06% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 48'033 | 48'033 | 55'759 CHF | 56'334 CHF | 100.00% | 100.00% |
13.05.2024 | 1.90% | 1.15 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'176 CHF | 29'735 CHF | 100.00% | 100.00% |
10.05.2024 | 1.79% | 1.10 CHF | 1.12 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 41'537 CHF | 42'287 CHF | 98.77% | 98.77% |
08.05.2024 | 1.96% | 0.99 CHF | 1.01 CHF | 25'000 | 25'000 | 25'747 | 25'747 | 25'755 CHF | 26'255 CHF | 98.88% | 98.88% |
07.05.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'779 CHF | 84'529 CHF | 98.60% | 98.60% |
06.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'913 CHF | 55'428 CHF | 100.00% | 100.00% |
03.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'060 CHF | 83'810 CHF | 98.63% | 98.63% |
02.05.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'282 CHF | 72'032 CHF | 99.12% | 99.12% |
30.04.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'093 CHF | 71'843 CHF | 100.00% | 100.00% |
29.04.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'168 CHF | 71'918 CHF | 100.00% | 100.00% |