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 | 2.04% | 0.49 CHF | 0.50 CHF | 130'000 | 130'000 | 71'128 | 71'128 | 35'981 CHF | 36'699 CHF | 99.56% | 99.56% |
14.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 130'000 | 130'000 | 71'622 | 71'622 | 37'795 CHF | 38'513 CHF | 100.00% | 100.00% |
13.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 130'000 | 130'000 | 71'663 | 71'663 | 38'536 CHF | 39'254 CHF | 100.00% | 100.00% |
10.05.2024 | 2.01% | 0.53 CHF | 0.54 CHF | 130'000 | 130'000 | 70'857 | 70'857 | 35'932 CHF | 36'642 CHF | 100.00% | 100.00% |
08.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 130'000 | 130'000 | 71'096 | 71'096 | 39'347 CHF | 40'059 CHF | 97.89% | 97.89% |
07.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 130'000 | 130'000 | 71'883 | 71'883 | 40'583 CHF | 41'304 CHF | 98.35% | 98.35% |
06.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 130'000 | 130'000 | 71'663 | 71'663 | 39'777 CHF | 40'495 CHF | 100.00% | 100.00% |
03.05.2024 | 1.78% | 0.58 CHF | 0.59 CHF | 130'000 | 130'000 | 71'054 | 71'054 | 40'637 CHF | 41'349 CHF | 99.98% | 99.98% |
02.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 130'000 | 130'000 | 48'083 | 48'083 | 28'221 CHF | 28'703 CHF | 100.00% | 100.00% |
30.04.2024 | 1.90% | 0.55 CHF | 0.56 CHF | 130'000 | 130'000 | 71'721 | 71'721 | 38'253 CHF | 38'972 CHF | 99.70% | 99.70% |