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 | 1.21% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 69'229 | 36'541 | 56'768 CHF | 30'278 CHF | 99.17% | 99.17% |
14.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 70'000 | 60'000 | 70'000 | 36'563 | 54'560 CHF | 28'892 CHF | 98.57% | 98.57% |
13.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 70'000 | 60'000 | 70'000 | 36'495 | 52'535 CHF | 27'922 CHF | 99.52% | 99.52% |
10.05.2024 | 1.20% | 0.78 CHF | 0.79 CHF | 70'000 | 60'000 | 64'583 | 36'396 | 53'521 CHF | 30'357 CHF | 98.57% | 98.57% |
08.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70'000 | 60'000 | 70'464 | 36'291 | 51'409 CHF | 26'910 CHF | 98.47% | 98.47% |
07.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 70'000 | 60'000 | 77'336 | 36'470 | 54'713 CHF | 26'257 CHF | 97.39% | 97.39% |
06.05.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 70'000 | 60'000 | 70'081 | 36'479 | 50'837 CHF | 26'843 CHF | 98.37% | 98.37% |
03.05.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 80'000 | 60'000 | 79'639 | 36'397 | 55'267 CHF | 25'503 CHF | 98.84% | 98.84% |
02.05.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 80'000 | 60'000 | 80'000 | 36'811 | 53'655 CHF | 25'114 CHF | 95.18% | 95.18% |
30.04.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 70'000 | 60'000 | 70'000 | 36'307 | 55'370 CHF | 28'991 CHF | 98.74% | 98.74% |