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 | 1.92% | 0.49 CHF | 0.50 CHF | 110'000 | 110'000 | 109'134 | 109'134 | 56'648 CHF | 57'741 CHF | 100.00% | 100.00% |
14.05.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 110'000 | 110'000 | 109'329 | 109'329 | 55'014 CHF | 56'107 CHF | 100.00% | 100.00% |
13.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 110'000 | 110'000 | 109'329 | 109'329 | 55'817 CHF | 56'911 CHF | 100.00% | 100.00% |
10.05.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 110'000 | 110'000 | 109'329 | 109'329 | 60'996 CHF | 62'089 CHF | 100.00% | 100.00% |
08.05.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 110'000 | 110'000 | 109'299 | 109'299 | 54'738 CHF | 55'831 CHF | 99.06% | 99.06% |
07.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 110'000 | 110'000 | 109'338 | 109'338 | 58'233 CHF | 59'327 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.50 CHF | 0.53 CHF | 20'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 110'000 | 110'000 | 109'326 | 109'326 | 52'363 CHF | 53'456 CHF | 99.98% | 99.98% |
02.05.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110'000 | 110'000 | 114'057 | 114'057 | 52'616 CHF | 53'757 CHF | 100.00% | 100.00% |
30.04.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 110'000 | 109'295 | 109'295 | 53'749 CHF | 54'842 CHF | 99.99% | 99.99% |