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 | 1.07% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 49'753 | 56'116 CHF | 47'032 CHF | 98.93% | 98.93% |
14.05.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 59'106 | 49'361 | 52'809 CHF | 44'603 CHF | 99.97% | 99.97% |
13.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'816 CHF | 45'346 CHF | 100.00% | 100.00% |
10.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'320 CHF | 45'767 CHF | 100.00% | 100.00% |
08.05.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'377 CHF | 43'314 CHF | 100.00% | 100.00% |
07.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'008 | 50'000 | 52'238 CHF | 44'026 CHF | 96.44% | 96.44% |
06.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'887 CHF | 41'134 CHF | 100.00% | 100.00% |
03.05.2024 | 1.24% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 69'959 | 50'000 | 55'945 CHF | 40'485 CHF | 94.69% | 94.69% |
02.05.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'840 CHF | 37'529 CHF | 99.13% | 99.13% |
30.04.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'012 CHF | 39'080 CHF | 100.00% | 100.00% |