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 | 0.68% | 1.49 CHF | 1.50 CHF | 60'000 | 60'000 | 59'991 | 59'995 | 87'759 CHF | 88'363 CHF | 100.00% | 100.00% |
14.05.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 81'553 CHF | 82'153 CHF | 99.80% | 99.80% |
13.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 60'000 | 60'000 | 59'991 | 59'991 | 82'177 CHF | 82'776 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 1.29 CHF | 1.30 CHF | 60'000 | 60'000 | 59'996 | 60'000 | 74'339 CHF | 74'944 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 60'000 | 60'000 | 60'000 | 59'987 | 71'684 CHF | 72'268 CHF | 100.00% | 100.00% |
07.05.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 60'000 | 60'000 | 59'982 | 59'997 | 81'700 CHF | 82'322 CHF | 99.53% | 99.53% |
06.05.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 46'900 CHF | 47'500 CHF | 99.77% | 99.77% |
03.05.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 60'000 | 60'000 | 59'988 | 60'000 | 42'213 CHF | 42'823 CHF | 100.00% | 100.00% |
02.05.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 60'000 | 60'000 | 60'000 | 59'993 | 40'013 CHF | 40'609 CHF | 100.00% | 100.00% |
30.04.2024 | 1.41% | 0.65 CHF | 0.66 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'327 CHF | 42'927 CHF | 100.00% | 100.00% |