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 | 1.08% | 0.95 CHF | 0.96 CHF | 180'000 | 180'000 | 80'315 | 80'315 | 75'779 CHF | 76'585 CHF | 99.90% | 99.90% |
14.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 180'000 | 180'000 | 80'433 | 80'433 | 75'432 CHF | 76'238 CHF | 99.90% | 99.90% |
13.05.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 180'000 | 180'000 | 80'593 | 80'593 | 75'981 CHF | 76'789 CHF | 99.86% | 99.86% |
10.05.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 180'000 | 180'000 | 80'507 | 80'507 | 75'140 CHF | 75'946 CHF | 100.00% | 100.00% |
08.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 180'000 | 180'000 | 80'196 | 80'196 | 78'316 CHF | 79'120 CHF | 98.19% | 98.19% |
07.05.2024 | 1.09% | 0.96 CHF | 0.97 CHF | 180'000 | 180'000 | 59'549 | 59'549 | 56'387 CHF | 56'983 CHF | 99.88% | 99.88% |
06.05.2024 | 1.11% | 0.95 CHF | 0.96 CHF | 180'000 | 180'000 | 70'056 | 70'056 | 65'723 CHF | 66'431 CHF | 97.83% | 97.83% |
03.05.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 180'000 | 180'000 | 80'441 | 80'441 | 75'229 CHF | 76'035 CHF | 100.00% | 100.00% |
02.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 180'000 | 180'000 | 80'055 | 80'055 | 77'952 CHF | 78'754 CHF | 98.58% | 98.58% |
30.04.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 185'000 | 185'000 | 83'120 | 83'120 | 84'241 CHF | 85'074 CHF | 100.00% | 100.00% |