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 | 1.40% | 0.74 CHF | 0.75 CHF | 180'000 | 180'000 | 80'318 | 80'318 | 58'631 CHF | 59'437 CHF | 99.90% | 99.90% |
14.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 180'000 | 180'000 | 80'437 | 80'437 | 58'200 CHF | 59'007 CHF | 99.89% | 99.89% |
13.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 180'000 | 180'000 | 80'593 | 80'593 | 58'559 CHF | 59'366 CHF | 99.86% | 99.86% |
10.05.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 180'000 | 180'000 | 80'505 | 80'505 | 57'981 CHF | 58'788 CHF | 100.00% | 100.00% |
08.05.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 180'000 | 180'000 | 80'193 | 80'193 | 61'011 CHF | 61'814 CHF | 98.19% | 98.19% |
07.05.2024 | 1.41% | 0.75 CHF | 0.76 CHF | 180'000 | 180'000 | 59'550 | 59'550 | 43'670 CHF | 44'266 CHF | 99.88% | 99.88% |
06.05.2024 | 1.43% | 0.74 CHF | 0.75 CHF | 180'000 | 180'000 | 70'038 | 70'038 | 50'720 CHF | 51'428 CHF | 97.85% | 97.85% |
03.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 180'000 | 180'000 | 80'444 | 80'444 | 58'081 CHF | 58'887 CHF | 100.00% | 100.00% |
02.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 180'000 | 180'000 | 80'051 | 80'051 | 60'531 CHF | 61'333 CHF | 98.58% | 98.58% |
30.04.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 185'000 | 185'000 | 83'116 | 83'116 | 66'338 CHF | 67'171 CHF | 100.00% | 100.00% |