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 | 0.76% | 1.35 CHF | 1.36 CHF | 180'000 | 180'000 | 80'316 | 80'316 | 107'716 CHF | 108'522 CHF | 99.90% | 99.90% |
14.05.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 180'000 | 180'000 | 80'437 | 80'437 | 107'542 CHF | 108'349 CHF | 99.90% | 99.90% |
13.05.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 180'000 | 180'000 | 80'591 | 80'591 | 108'087 CHF | 108'895 CHF | 99.86% | 99.86% |
10.05.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 180'000 | 180'000 | 80'507 | 80'507 | 107'241 CHF | 108'048 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 180'000 | 180'000 | 80'193 | 80'193 | 110'347 CHF | 111'150 CHF | 98.19% | 98.19% |
07.05.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 180'000 | 180'000 | 59'545 | 59'545 | 80'147 CHF | 80'743 CHF | 99.88% | 99.88% |
06.05.2024 | 0.78% | 1.35 CHF | 1.36 CHF | 180'000 | 180'000 | 70'038 | 70'038 | 93'607 CHF | 94'314 CHF | 97.85% | 97.85% |
03.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 180'000 | 180'000 | 80'430 | 80'430 | 107'239 CHF | 108'045 CHF | 99.99% | 99.99% |
02.05.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 180'000 | 180'000 | 80'055 | 80'055 | 110'066 CHF | 110'869 CHF | 98.58% | 98.58% |
30.04.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 185'000 | 185'000 | 83'120 | 83'120 | 117'685 CHF | 118'519 CHF | 100.00% | 100.00% |