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 | 0.93% | 1.05 CHF | 1.06 CHF | 65'000 | 65'000 | 61'827 | 61'827 | 66'742 CHF | 67'362 CHF | 100.00% | 100.00% |
14.05.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 60'000 | 60'000 | 62'586 | 62'586 | 67'765 CHF | 68'391 CHF | 100.00% | 100.00% |
13.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 67'779 CHF | 68'429 CHF | 100.00% | 100.00% |
10.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 66'877 CHF | 67'527 CHF | 100.00% | 100.00% |
08.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 65'000 | 65'000 | 64'988 | 64'988 | 66'959 CHF | 67'609 CHF | 99.09% | 99.09% |
07.05.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 65'000 | 65'000 | 64'947 | 64'947 | 66'974 CHF | 67'624 CHF | 99.91% | 99.91% |
06.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 65'821 CHF | 66'471 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 65'262 CHF | 65'912 CHF | 100.00% | 100.00% |
02.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 63'523 CHF | 64'173 CHF | 99.99% | 99.99% |
30.04.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 70'000 | 70'000 | 69'966 | 69'966 | 55'721 CHF | 56'421 CHF | 100.00% | 100.00% |