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 | 0.99% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'203 | 50'000 | 50'560 CHF | 50'859 CHF | 97.95% | 97.95% |
14.05.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 59'106 | 49'361 | 56'946 CHF | 48'058 CHF | 99.97% | 99.97% |
13.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'016 CHF | 48'846 CHF | 100.00% | 100.00% |
10.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 59'853 | 50'000 | 58'374 CHF | 49'267 CHF | 100.00% | 100.00% |
08.05.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'577 CHF | 46'814 CHF | 100.00% | 100.00% |
07.05.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'431 CHF | 47'526 CHF | 96.44% | 96.44% |
06.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'961 CHF | 44'634 CHF | 100.00% | 100.00% |
03.05.2024 | 1.14% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 60'164 | 50'000 | 52'318 CHF | 43'986 CHF | 94.70% | 94.70% |
02.05.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 69'572 | 50'000 | 56'380 CHF | 41'029 CHF | 99.13% | 99.13% |
30.04.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 63'249 | 50'000 | 53'180 CHF | 42'580 CHF | 100.00% | 100.00% |