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 | 1.58% | 1.51 CHF | 1.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'892 CHF | 36'462 CHF | 95.48% | 95.48% |
13.05.2024 | 1.10% | 1.16 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'076 CHF | 59'727 CHF | 100.00% | 100.00% |
10.05.2024 | 1.18% | 1.20 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'105 CHF | 59'809 CHF | 100.00% | 100.00% |
08.05.2024 | 1.16% | 1.15 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'226 CHF | 57'895 CHF | 100.00% | 100.00% |
07.05.2024 | 1.25% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'960 CHF | 55'654 CHF | 98.92% | 98.92% |
06.05.2024 | 1.24% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'615 CHF | 52'261 CHF | 100.00% | 100.00% |
03.05.2024 | 1.26% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'619 CHF | 54'296 CHF | 98.63% | 98.63% |
02.05.2024 | 1.46% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 59'697 | 50'000 | 57'657 CHF | 49'012 CHF | 99.13% | 99.13% |
30.04.2024 | 1.50% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'155 CHF | 46'658 CHF | 100.00% | 100.00% |
29.04.2024 | 1.40% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'007 CHF | 49'020 CHF | 100.00% | 100.00% |