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 | 0.98% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 79'099 | 79'099 | 87'509 CHF | 88'331 CHF | 98.54% | 98.54% |
13.05.2024 | 0.83% | 1.30 CHF | 1.31 CHF | 194'000 | 194'000 | 88'878 | 88'878 | 110'162 CHF | 111'052 CHF | 99.49% | 99.49% |
10.05.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 89'486 | 89'486 | 96'529 CHF | 97'426 CHF | 100.00% | 100.00% |
08.05.2024 | 1.03% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 94'967 | 94'967 | 94'423 CHF | 95'374 CHF | 99.13% | 99.13% |
07.05.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 89'409 | 89'409 | 94'180 CHF | 95'077 CHF | 99.83% | 99.83% |
06.05.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 89'503 | 89'503 | 101'848 CHF | 102'745 CHF | 100.00% | 100.00% |
03.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 89'578 | 89'578 | 99'741 CHF | 100'638 CHF | 99.69% | 99.69% |
02.05.2024 | 1.03% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 96'366 | 96'366 | 95'382 CHF | 96'348 CHF | 99.99% | 99.99% |
30.04.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 220'000 | 220'000 | 96'655 | 96'655 | 84'811 CHF | 85'780 CHF | 100.00% | 100.00% |
29.04.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 220'000 | 220'000 | 89'883 | 89'883 | 80'225 CHF | 81'126 CHF | 99.81% | 99.81% |