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 | 1.37% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'529 | 100'529 | 73'253 CHF | 74'260 CHF | 100.00% | 100.00% |
14.05.2024 | 1.41% | 0.75 CHF | 0.76 CHF | 110'000 | 110'000 | 109'936 | 109'936 | 77'768 CHF | 78'868 CHF | 100.00% | 100.00% |
13.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 74'709 CHF | 75'809 CHF | 99.83% | 99.83% |
10.05.2024 | 1.63% | 0.65 CHF | 0.66 CHF | 120'000 | 120'000 | 119'997 | 119'997 | 73'035 CHF | 74'235 CHF | 100.00% | 100.00% |
08.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 67'794 CHF | 69'094 CHF | 98.93% | 98.93% |
07.05.2024 | 2.25% | 0.48 CHF | 0.49 CHF | 150'000 | 150'000 | 149'840 | 149'840 | 66'030 CHF | 67'530 CHF | 99.89% | 99.89% |
06.05.2024 | 2.43% | 0.38 CHF | 0.39 CHF | 160'000 | 160'000 | 158'953 | 158'953 | 64'694 CHF | 66'283 CHF | 100.00% | 100.00% |
03.05.2024 | 2.38% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'185 | 149'185 | 62'022 CHF | 63'514 CHF | 99.96% | 99.96% |
02.05.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 62'821 CHF | 64'221 CHF | 98.52% | 98.52% |
30.04.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 140'000 | 140'000 | 140'415 | 140'415 | 62'924 CHF | 64'329 CHF | 100.00% | 100.00% |