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% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 48'184 | 48'184 | 52'478 CHF | 52'978 CHF | 99.35% | 99.35% |
13.05.2024 | 1.81% | 1.08 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'380 CHF | 27'880 CHF | 100.00% | 100.00% |
10.05.2024 | 1.92% | 1.02 CHF | 1.04 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 38'710 CHF | 39'460 CHF | 98.77% | 98.77% |
08.05.2024 | 2.43% | 0.92 CHF | 0.94 CHF | 25'000 | 25'000 | 25'869 | 25'747 | 23'942 CHF | 24'399 CHF | 98.88% | 98.88% |
07.05.2024 | 1.22% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'181 CHF | 79'145 CHF | 97.55% | 97.55% |
06.05.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 51'101 | 50'000 | 52'395 CHF | 51'804 CHF | 100.00% | 100.00% |
03.05.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'593 CHF | 78'343 CHF | 98.64% | 98.64% |
02.05.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'763 CHF | 66'513 CHF | 99.13% | 99.13% |
30.04.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'500 CHF | 66'250 CHF | 100.00% | 100.00% |
29.04.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'459 CHF | 66'209 CHF | 100.00% | 100.00% |