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 | 0.89% | 1.15 CHF | 1.16 CHF | 180'000 | 180'000 | 80'317 | 80'317 | 91'734 CHF | 92'541 CHF | 99.90% | 99.90% |
14.05.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 180'000 | 180'000 | 80'435 | 80'435 | 91'479 CHF | 92'285 CHF | 99.90% | 99.90% |
13.05.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 180'000 | 180'000 | 80'596 | 80'596 | 92'060 CHF | 92'868 CHF | 99.85% | 99.85% |
10.05.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 180'000 | 180'000 | 80'506 | 80'506 | 91'178 CHF | 91'985 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 180'000 | 180'000 | 80'195 | 80'195 | 94'324 CHF | 95'127 CHF | 98.19% | 98.19% |
07.05.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 180'000 | 180'000 | 59'552 | 59'552 | 68'269 CHF | 68'866 CHF | 99.88% | 99.88% |
06.05.2024 | 0.92% | 1.15 CHF | 1.16 CHF | 180'000 | 180'000 | 70'039 | 70'039 | 79'680 CHF | 80'387 CHF | 97.85% | 97.85% |
03.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 180'000 | 180'000 | 80'434 | 80'434 | 91'230 CHF | 92'036 CHF | 99.99% | 99.99% |
02.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 180'000 | 180'000 | 80'047 | 80'047 | 94'003 CHF | 94'804 CHF | 98.57% | 98.57% |
30.04.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 185'000 | 185'000 | 83'119 | 83'119 | 100'983 CHF | 101'816 CHF | 100.00% | 100.00% |