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 | 0.85% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 49'795 | 49'438 | 80'663 CHF | 80'758 CHF | 98.95% | 98.95% |
14.05.2024 | 1.66% | 1.47 CHF | 1.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'785 CHF | 35'368 CHF | 95.40% | 95.40% |
13.05.2024 | 1.17% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'877 CHF | 57'546 CHF | 100.00% | 100.00% |
10.05.2024 | 1.14% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'905 CHF | 57'554 CHF | 100.00% | 100.00% |
08.05.2024 | 1.30% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'005 CHF | 55'726 CHF | 100.00% | 100.00% |
07.05.2024 | 1.30% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'732 CHF | 53'423 CHF | 98.79% | 98.79% |
06.05.2024 | 1.24% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 57'227 | 50'000 | 56'546 CHF | 50'052 CHF | 100.00% | 100.00% |
03.05.2024 | 1.26% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 50'052 | 50'000 | 51'492 CHF | 52'095 CHF | 98.52% | 98.52% |
02.05.2024 | 1.36% | 0.94 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'376 CHF | 46'778 CHF | 99.13% | 99.13% |
30.04.2024 | 1.54% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'518 CHF | 44'446 CHF | 100.00% | 100.00% |