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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 57'458 | 48'184 | 51'183 CHF | 43'423 CHF | 99.34% | 99.34% |
13.05.2024 | 2.26% | 0.89 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'902 CHF | 22'402 CHF | 100.00% | 100.00% |
10.05.2024 | 2.11% | 0.95 CHF | 0.97 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 35'231 CHF | 35'981 CHF | 98.77% | 98.77% |
08.05.2024 | 1.86% | 1.06 CHF | 1.08 CHF | 25'000 | 25'000 | 25'930 | 25'747 | 27'219 CHF | 27'541 CHF | 98.88% | 98.88% |
07.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'721 CHF | 71'471 CHF | 98.60% | 98.60% |
06.05.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 58'919 | 50'000 | 56'623 CHF | 48'587 CHF | 100.00% | 100.00% |
03.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'440 CHF | 72'190 CHF | 98.64% | 98.64% |
02.05.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'251 CHF | 84'001 CHF | 99.13% | 99.13% |
30.04.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'570 CHF | 84'320 CHF | 100.00% | 100.00% |
29.04.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'547 CHF | 84'297 CHF | 100.00% | 100.00% |