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 | 1.26% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 89'319 | 89'319 | 72'704 CHF | 73'601 CHF | 99.99% | 99.99% |
14.05.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 78'763 | 78'763 | 66'720 CHF | 67'538 CHF | 97.19% | 97.19% |
13.05.2024 | 1.06% | 1.04 CHF | 1.05 CHF | 194'000 | 194'000 | 88'877 | 88'877 | 86'904 CHF | 87'794 CHF | 99.49% | 99.49% |
10.05.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 89'485 | 89'485 | 73'343 CHF | 74'240 CHF | 100.00% | 100.00% |
08.05.2024 | 1.39% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 94'968 | 94'968 | 69'863 CHF | 70'815 CHF | 99.13% | 99.13% |
07.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 89'411 | 89'411 | 71'071 CHF | 71'968 CHF | 99.83% | 99.83% |
06.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 89'495 | 89'495 | 78'678 CHF | 79'574 CHF | 100.00% | 100.00% |
03.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 89'604 | 89'604 | 76'567 CHF | 77'465 CHF | 99.71% | 99.71% |
02.05.2024 | 1.40% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 96'380 | 96'380 | 70'442 CHF | 71'408 CHF | 99.99% | 99.99% |
30.04.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 220'000 | 220'000 | 96'453 | 96'453 | 59'702 CHF | 60'669 CHF | 99.84% | 99.84% |