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 | 1.47% | 0.66 CHF | 0.67 CHF | 65'000 | 65'000 | 35'678 | 35'678 | 25'071 CHF | 25'431 CHF | 99.56% | 99.56% |
14.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 65'000 | 65'000 | 35'932 | 35'932 | 26'706 CHF | 27'067 CHF | 100.00% | 100.00% |
13.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 65'000 | 65'000 | 35'952 | 35'952 | 27'526 CHF | 27'886 CHF | 100.00% | 100.00% |
10.05.2024 | 1.46% | 0.74 CHF | 0.75 CHF | 65'000 | 65'000 | 35'544 | 35'544 | 24'970 CHF | 25'326 CHF | 100.00% | 100.00% |
08.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 65'000 | 65'000 | 35'665 | 35'665 | 28'380 CHF | 28'738 CHF | 97.89% | 97.89% |
07.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 65'000 | 65'000 | 36'059 | 36'059 | 29'382 CHF | 29'743 CHF | 98.37% | 98.37% |
06.05.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 65'000 | 65'000 | 35'950 | 35'950 | 28'669 CHF | 29'029 CHF | 100.00% | 100.00% |
03.05.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 65'000 | 65'000 | 35'636 | 35'636 | 29'721 CHF | 30'079 CHF | 99.93% | 99.93% |
02.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 65'000 | 65'000 | 24'158 | 24'158 | 20'791 CHF | 21'033 CHF | 100.00% | 100.00% |
30.04.2024 | 1.35% | 0.79 CHF | 0.80 CHF | 65'000 | 65'000 | 35'981 | 35'981 | 27'082 CHF | 27'442 CHF | 99.70% | 99.70% |