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 | 1.35% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 49'753 | 52'504 CHF | 37'822 CHF | 98.93% | 98.93% |
14.05.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 75'425 | 49'361 | 53'127 CHF | 35'307 CHF | 99.97% | 99.97% |
13.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 77'710 | 50'000 | 55'129 CHF | 35'987 CHF | 100.00% | 100.00% |
10.05.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 73'951 | 50'000 | 53'100 CHF | 36'428 CHF | 100.00% | 100.00% |
08.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'668 CHF | 34'043 CHF | 100.00% | 100.00% |
07.05.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'689 CHF | 34'681 CHF | 96.44% | 96.44% |
06.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 83'667 | 50'000 | 52'398 CHF | 31'831 CHF | 100.00% | 100.00% |
03.05.2024 | 1.62% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 87'765 | 50'000 | 53'630 CHF | 31'084 CHF | 94.34% | 94.34% |
02.05.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 95'306 | 50'000 | 52'983 CHF | 28'324 CHF | 99.13% | 99.13% |
30.04.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'040 | 50'000 | 52'826 CHF | 29'836 CHF | 100.00% | 100.00% |