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 | 0.72% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 48'184 | 48'184 | 73'182 CHF | 73'697 CHF | 99.34% | 99.34% |
13.05.2024 | 1.39% | 1.51 CHF | 1.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'098 CHF | 38'630 CHF | 100.00% | 100.00% |
10.05.2024 | 1.48% | 1.45 CHF | 1.47 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 54'769 CHF | 55'585 CHF | 98.77% | 98.77% |
08.05.2024 | 1.45% | 1.35 CHF | 1.37 CHF | 25'000 | 25'000 | 25'747 | 25'747 | 34'893 CHF | 35'393 CHF | 98.88% | 98.88% |
07.05.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'431 CHF | 111'181 CHF | 97.55% | 97.55% |
06.05.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'601 CHF | 73'101 CHF | 100.00% | 100.00% |
03.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'603 CHF | 110'353 CHF | 98.64% | 98.64% |
02.05.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'803 CHF | 98'553 CHF | 99.13% | 99.13% |
30.04.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'559 CHF | 98'309 CHF | 100.00% | 100.00% |
29.04.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'528 CHF | 98'278 CHF | 100.00% | 100.00% |