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 | 1.61% | 0.64 CHF | 0.65 CHF | 180'000 | 180'000 | 80'316 | 80'316 | 50'710 CHF | 51'516 CHF | 99.90% | 99.90% |
14.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 180'000 | 180'000 | 80'438 | 80'438 | 50'346 CHF | 51'153 CHF | 99.88% | 99.88% |
13.05.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 180'000 | 180'000 | 80'607 | 80'607 | 50'771 CHF | 51'579 CHF | 99.82% | 99.82% |
10.05.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 180'000 | 180'000 | 80'505 | 80'505 | 49'998 CHF | 50'804 CHF | 100.00% | 100.00% |
08.05.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 180'000 | 180'000 | 80'195 | 80'195 | 53'116 CHF | 53'920 CHF | 98.19% | 98.19% |
07.05.2024 | 1.63% | 0.65 CHF | 0.66 CHF | 180'000 | 180'000 | 59'545 | 59'545 | 37'798 CHF | 38'395 CHF | 99.89% | 99.89% |
06.05.2024 | 1.65% | 0.64 CHF | 0.65 CHF | 180'000 | 180'000 | 70'038 | 70'038 | 43'910 CHF | 44'618 CHF | 97.85% | 97.85% |
03.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 180'000 | 180'000 | 80'430 | 80'430 | 50'160 CHF | 50'965 CHF | 99.99% | 99.99% |
02.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 180'000 | 180'000 | 80'008 | 80'008 | 52'634 CHF | 53'435 CHF | 98.54% | 98.54% |
30.04.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 185'000 | 185'000 | 83'119 | 83'119 | 58'125 CHF | 58'959 CHF | 99.99% | 99.99% |