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 | 0.64% | 1.62 CHF | 1.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 117'537 CHF | 118'287 CHF | 99.53% | 99.53% |
13.05.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'122 CHF | 119'872 CHF | 99.38% | 99.38% |
10.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'378 CHF | 120'128 CHF | 100.00% | 100.00% |
08.05.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'391 CHF | 119'141 CHF | 100.00% | 100.00% |
07.05.2024 | 1.07% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 61'311 | 61'311 | 92'395 CHF | 93'319 CHF | 98.92% | 98.92% |
06.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'772 CHF | 121'772 CHF | 99.38% | 99.38% |
03.05.2024 | 0.91% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'418 CHF | 110'418 CHF | 98.63% | 98.63% |
02.05.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'340 CHF | 100'340 CHF | 99.13% | 99.13% |
30.04.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'596 CHF | 105'596 CHF | 99.91% | 99.91% |
29.04.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'794 CHF | 106'794 CHF | 100.00% | 100.00% |