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 | 0.82% | 1.25 CHF | 1.26 CHF | 180'000 | 180'000 | 80'315 | 80'315 | 99'835 CHF | 100'641 CHF | 99.90% | 99.90% |
14.05.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 180'000 | 180'000 | 80'434 | 80'434 | 99'621 CHF | 100'428 CHF | 99.89% | 99.89% |
13.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 180'000 | 180'000 | 80'596 | 80'596 | 100'197 CHF | 101'005 CHF | 99.85% | 99.85% |
10.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 180'000 | 180'000 | 80'508 | 80'508 | 99'352 CHF | 100'158 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 180'000 | 180'000 | 80'194 | 80'194 | 102'435 CHF | 103'238 CHF | 98.19% | 98.19% |
07.05.2024 | 0.83% | 1.26 CHF | 1.27 CHF | 180'000 | 180'000 | 59'548 | 59'548 | 74'264 CHF | 74'860 CHF | 99.88% | 99.88% |
06.05.2024 | 0.85% | 1.25 CHF | 1.26 CHF | 180'000 | 180'000 | 70'056 | 70'056 | 86'725 CHF | 87'433 CHF | 97.83% | 97.83% |
03.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 180'000 | 180'000 | 80'441 | 80'441 | 99'350 CHF | 100'156 CHF | 100.00% | 100.00% |
02.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 180'000 | 180'000 | 80'040 | 80'040 | 102'068 CHF | 102'870 CHF | 98.57% | 98.57% |
30.04.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 185'000 | 185'000 | 83'120 | 83'120 | 109'452 CHF | 110'285 CHF | 100.00% | 100.00% |