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 | 1.08% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 52'810 | 49'522 | 53'272 CHF | 50'553 CHF | 98.81% | 98.81% |
14.05.2024 | 1.16% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 59'106 | 49'361 | 54'320 CHF | 45'889 CHF | 99.99% | 99.99% |
13.05.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'443 CHF | 45'063 CHF | 100.00% | 100.00% |
10.05.2024 | 1.23% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'672 | 50'000 | 51'964 CHF | 43'368 CHF | 85.73% | 85.73% |
08.05.2024 | 1.23% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'968 CHF | 46'372 CHF | 100.00% | 100.00% |
07.05.2024 | 1.27% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 61'233 | 50'000 | 51'837 CHF | 42'894 CHF | 89.80% | 89.80% |
06.05.2024 | 1.40% | 0.79 CHF | 0.81 CHF | 63'085 | 50'000 | 60'681 | 50'000 | 51'977 CHF | 43'462 CHF | 100.00% | 100.00% |
03.05.2024 | 1.37% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'490 | 50'000 | 51'713 CHF | 43'344 CHF | 82.18% | 82.18% |
02.05.2024 | 1.47% | 0.79 CHF | 0.80 CHF | 63'666 | 50'000 | 61'163 | 50'000 | 51'007 CHF | 42'352 CHF | 92.42% | 92.42% |
30.04.2024 | 1.35% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'614 | 50'000 | 51'644 CHF | 43'197 CHF | 91.52% | 91.52% |