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 | 0.90% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 79'094 | 79'094 | 95'436 CHF | 96'257 CHF | 98.54% | 98.54% |
13.05.2024 | 0.77% | 1.40 CHF | 1.41 CHF | 194'000 | 194'000 | 88'878 | 88'878 | 119'014 CHF | 119'904 CHF | 99.49% | 99.49% |
10.05.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 200'000 | 200'000 | 89'488 | 89'488 | 105'464 CHF | 106'361 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 94'963 | 94'963 | 103'913 CHF | 104'865 CHF | 99.13% | 99.13% |
07.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 89'409 | 89'409 | 103'096 CHF | 103'993 CHF | 99.83% | 99.83% |
06.05.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 89'496 | 89'496 | 110'791 CHF | 111'688 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 200'000 | 200'000 | 89'594 | 89'594 | 108'671 CHF | 109'569 CHF | 99.70% | 99.70% |
02.05.2024 | 0.94% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 96'379 | 96'379 | 105'072 CHF | 106'038 CHF | 99.99% | 99.99% |
30.04.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 220'000 | 220'000 | 96'645 | 96'645 | 94'512 CHF | 95'480 CHF | 99.99% | 99.99% |
29.04.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 220'000 | 220'000 | 89'881 | 89'881 | 89'242 CHF | 90'143 CHF | 99.81% | 99.81% |