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 | 1.21% | 0.85 CHF | 0.86 CHF | 180'000 | 180'000 | 80'317 | 80'317 | 67'692 CHF | 68'498 CHF | 99.90% | 99.90% |
14.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 180'000 | 180'000 | 80'431 | 80'431 | 67'347 CHF | 68'153 CHF | 99.89% | 99.89% |
13.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 180'000 | 180'000 | 80'600 | 80'600 | 67'888 CHF | 68'696 CHF | 99.84% | 99.84% |
10.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 180'000 | 180'000 | 80'506 | 80'506 | 67'023 CHF | 67'829 CHF | 100.00% | 100.00% |
08.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 180'000 | 180'000 | 80'190 | 80'190 | 70'191 CHF | 70'995 CHF | 98.18% | 98.18% |
07.05.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 180'000 | 180'000 | 59'547 | 59'547 | 50'404 CHF | 51'001 CHF | 99.88% | 99.88% |
06.05.2024 | 1.24% | 0.85 CHF | 0.86 CHF | 180'000 | 180'000 | 70'054 | 70'054 | 58'706 CHF | 59'414 CHF | 97.83% | 97.83% |
03.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 180'000 | 180'000 | 80'440 | 80'440 | 67'145 CHF | 67'951 CHF | 100.00% | 100.00% |
02.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 180'000 | 180'000 | 80'037 | 80'037 | 69'823 CHF | 70'625 CHF | 98.57% | 98.57% |
30.04.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 185'000 | 185'000 | 83'117 | 83'117 | 75'839 CHF | 76'672 CHF | 100.00% | 100.00% |