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 | 1.15% | 0.88 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 24'950 | 52'004 CHF | 21'874 CHF | 98.95% | 98.95% |
14.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 64'169 | 25'000 | 53'602 CHF | 21'149 CHF | 100.00% | 100.00% |
13.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 60'043 | 25'000 | 50'667 CHF | 21'346 CHF | 100.00% | 100.00% |
10.05.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'489 CHF | 22'120 CHF | 100.00% | 100.00% |
08.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'028 CHF | 21'928 CHF | 100.00% | 100.00% |
07.05.2024 | 1.38% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 60'000 | 21'459 | 51'847 CHF | 18'811 CHF | 98.92% | 98.92% |
06.05.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 69'694 | 24'933 | 56'336 CHF | 20'404 CHF | 100.00% | 100.00% |
03.05.2024 | 2.23% | 0.78 CHF | 0.80 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 9'788 CHF | 10'008 CHF | 95.92% | 95.92% |
02.05.2024 | 2.01% | 0.78 CHF | 0.80 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 9'867 CHF | 10'067 CHF | 99.13% | 99.13% |
30.04.2024 | 2.17% | 0.80 CHF | 0.81 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 9'784 CHF | 9'998 CHF | 100.00% | 100.00% |