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 | 1.11% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'622 CHF | 45'185 CHF | 97.95% | 97.95% |
14.05.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'571 | 49'361 | 51'305 CHF | 42'333 CHF | 99.99% | 99.99% |
13.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'095 CHF | 43'079 CHF | 100.00% | 100.00% |
10.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'712 CHF | 43'593 CHF | 100.00% | 100.00% |
08.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'926 CHF | 41'162 CHF | 100.00% | 100.00% |
07.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 67'352 | 50'000 | 55'704 CHF | 41'878 CHF | 96.44% | 96.44% |
06.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'001 CHF | 39'072 CHF | 100.00% | 100.00% |
03.05.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'902 CHF | 38'287 CHF | 98.64% | 98.64% |
02.05.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 78'724 | 50'000 | 54'974 CHF | 35'436 CHF | 99.13% | 99.13% |
30.04.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 71'419 | 50'000 | 52'009 CHF | 36'932 CHF | 100.00% | 100.00% |