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 | 1.35% | 0.79 CHF | 0.80 CHF | 110'000 | 110'000 | 109'697 | 109'697 | 80'806 CHF | 81'905 CHF | 98.34% | 98.34% |
14.05.2024 | 1.59% | 0.66 CHF | 0.67 CHF | 110'000 | 110'000 | 108'359 | 108'359 | 67'811 CHF | 68'895 CHF | 94.27% | 94.27% |
13.05.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 59'755 CHF | 60'955 CHF | 99.11% | 99.11% |
10.05.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 120'000 | 120'000 | 119'993 | 119'993 | 59'826 CHF | 61'026 CHF | 99.49% | 99.49% |
08.05.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 57'618 CHF | 58'818 CHF | 98.95% | 98.95% |
07.05.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 120'000 | 120'000 | 119'939 | 119'939 | 55'072 CHF | 56'272 CHF | 99.50% | 99.50% |
06.05.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 51'229 CHF | 52'429 CHF | 100.00% | 100.00% |
03.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 120'302 | 120'302 | 53'808 CHF | 55'011 CHF | 99.98% | 99.98% |
02.05.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 51'666 CHF | 52'966 CHF | 99.76% | 99.76% |
30.04.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 130'000 | 130'000 | 129'932 | 129'932 | 48'734 CHF | 50'034 CHF | 99.88% | 99.88% |