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 | 0.66% | 1.51 CHF | 1.52 CHF | 200'000 | 200'000 | 89'326 | 89'326 | 138'390 CHF | 139'287 CHF | 100.00% | 100.00% |
14.05.2024 | 0.77% | 1.60 CHF | 1.61 CHF | 200'000 | 200'000 | 79'515 | 79'515 | 121'153 CHF | 121'977 CHF | 97.58% | 97.58% |
13.05.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 194'000 | 194'000 | 88'877 | 88'877 | 123'722 CHF | 124'612 CHF | 99.49% | 99.49% |
10.05.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 89'487 | 89'487 | 138'885 CHF | 139'781 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 200'000 | 200'000 | 94'968 | 94'968 | 155'831 CHF | 156'783 CHF | 99.13% | 99.13% |
07.05.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 200'000 | 200'000 | 89'406 | 89'406 | 141'061 CHF | 141'957 CHF | 99.83% | 99.83% |
06.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 200'000 | 200'000 | 89'503 | 89'503 | 133'284 CHF | 134'181 CHF | 100.00% | 100.00% |
03.05.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 200'000 | 200'000 | 89'580 | 89'580 | 135'950 CHF | 136'847 CHF | 99.69% | 99.69% |
02.05.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 96'379 | 96'379 | 159'788 CHF | 160'754 CHF | 99.99% | 99.99% |
30.04.2024 | 0.58% | 1.81 CHF | 1.82 CHF | 220'000 | 220'000 | 96'396 | 96'396 | 170'806 CHF | 171'772 CHF | 99.78% | 99.78% |