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 | 1.36% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'900 CHF | 55'650 CHF | 100.00% | 100.00% |
14.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'997 CHF | 55'747 CHF | 99.78% | 99.78% |
13.05.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'354 | 75'354 | 52'914 CHF | 53'668 CHF | 100.00% | 100.00% |
10.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 98'726 | 98'726 | 64'742 CHF | 65'729 CHF | 100.00% | 100.00% |
08.05.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'115 CHF | 65'115 CHF | 100.00% | 100.00% |
07.05.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'059 CHF | 65'059 CHF | 99.86% | 99.86% |
06.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 97'135 | 97'135 | 63'609 CHF | 64'581 CHF | 99.82% | 99.82% |
03.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'286 CHF | 65'286 CHF | 100.00% | 100.00% |
02.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'909 CHF | 63'909 CHF | 100.00% | 100.00% |
30.04.2024 | 1.51% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 85'277 | 85'277 | 55'821 CHF | 56'674 CHF | 100.00% | 100.00% |