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 | 2.22% | 1.57 CHF | 1.60 CHF | 40'000 | 40'000 | 39'926 | 39'926 | 53'887 CHF | 55'087 CHF | 99.98% | 99.98% |
14.05.2024 | 2.49% | 1.15 CHF | 1.18 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 47'815 CHF | 49'015 CHF | 98.60% | 98.60% |
13.05.2024 | 2.43% | 1.24 CHF | 1.27 CHF | 40'000 | 40'000 | 39'930 | 39'930 | 48'915 CHF | 50'115 CHF | 98.67% | 98.67% |
10.05.2024 | 2.27% | 1.38 CHF | 1.41 CHF | 40'000 | 40'000 | 39'967 | 39'967 | 52'465 CHF | 53'665 CHF | 99.51% | 99.51% |
08.05.2024 | 2.43% | 1.21 CHF | 1.24 CHF | 40'000 | 40'000 | 39'875 | 39'875 | 48'889 CHF | 50'089 CHF | 98.63% | 98.63% |
07.05.2024 | 2.56% | 1.17 CHF | 1.20 CHF | 40'000 | 40'000 | 39'935 | 39'935 | 46'386 CHF | 47'586 CHF | 99.69% | 99.69% |
06.05.2024 | 2.66% | 1.12 CHF | 1.15 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 44'499 CHF | 45'699 CHF | 99.84% | 99.84% |
03.05.2024 | 2.90% | 1.12 CHF | 1.15 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 40'938 CHF | 42'138 CHF | 99.96% | 99.96% |
02.05.2024 | 2.83% | 0.90 CHF | 0.93 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 41'928 CHF | 43'128 CHF | 98.45% | 98.45% |
30.04.2024 | 2.26% | 1.31 CHF | 1.34 CHF | 40'000 | 40'000 | 39'975 | 39'975 | 52'482 CHF | 53'682 CHF | 99.72% | 99.72% |