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 | 0.80% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 89'330 | 89'330 | 113'742 CHF | 114'639 CHF | 100.00% | 100.00% |
14.05.2024 | 0.96% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 79'184 | 79'184 | 98'653 CHF | 99'474 CHF | 97.33% | 97.33% |
13.05.2024 | 0.90% | 1.06 CHF | 1.07 CHF | 194'000 | 194'000 | 88'874 | 88'874 | 99'134 CHF | 100'025 CHF | 99.49% | 99.49% |
10.05.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 89'486 | 89'486 | 113'947 CHF | 114'844 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 94'965 | 94'965 | 129'409 CHF | 130'360 CHF | 99.13% | 99.13% |
07.05.2024 | 0.79% | 1.31 CHF | 1.32 CHF | 200'000 | 200'000 | 89'410 | 89'410 | 116'248 CHF | 117'144 CHF | 99.83% | 99.83% |
06.05.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 89'503 | 89'503 | 108'530 CHF | 109'426 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 89'599 | 89'599 | 111'126 CHF | 112'024 CHF | 99.71% | 99.71% |
02.05.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 96'376 | 96'376 | 132'915 CHF | 133'880 CHF | 100.00% | 100.00% |
30.04.2024 | 0.69% | 1.53 CHF | 1.54 CHF | 220'000 | 220'000 | 96'400 | 96'400 | 143'865 CHF | 144'831 CHF | 99.78% | 99.78% |