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 | 0.75% | 1.31 CHF | 1.32 CHF | 65'000 | 65'000 | 61'828 | 61'828 | 82'605 CHF | 83'225 CHF | 100.00% | 100.00% |
14.05.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 60'000 | 60'000 | 62'585 | 62'585 | 83'687 CHF | 84'313 CHF | 100.00% | 100.00% |
13.05.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 84'298 CHF | 84'948 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 83'446 CHF | 84'096 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 65'000 | 65'000 | 64'988 | 64'988 | 83'435 CHF | 84'085 CHF | 99.09% | 99.09% |
07.05.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 65'000 | 65'000 | 64'947 | 64'947 | 83'687 CHF | 84'337 CHF | 99.91% | 99.91% |
06.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 82'532 CHF | 83'182 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 81'729 CHF | 82'379 CHF | 100.00% | 100.00% |
02.05.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 80'139 CHF | 80'789 CHF | 99.99% | 99.99% |
30.04.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 70'000 | 70'000 | 69'968 | 69'968 | 73'477 CHF | 74'177 CHF | 100.00% | 100.00% |