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 | 1.05% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 49'490 | 53'823 CHF | 53'828 CHF | 98.93% | 98.93% |
14.05.2024 | 1.14% | 1.01 CHF | 1.03 CHF | 50'000 | 50'000 | 55'932 | 49'358 | 54'986 CHF | 49'176 CHF | 99.99% | 99.99% |
13.05.2024 | 1.21% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'416 CHF | 48'431 CHF | 100.00% | 100.00% |
10.05.2024 | 1.22% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 59'924 | 50'000 | 55'159 CHF | 46'597 CHF | 100.00% | 100.00% |
08.05.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 56'443 | 50'000 | 55'418 CHF | 49'766 CHF | 100.00% | 100.00% |
07.05.2024 | 1.13% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'776 CHF | 46'166 CHF | 98.04% | 98.04% |
06.05.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'484 CHF | 46'758 CHF | 100.00% | 100.00% |
03.05.2024 | 1.16% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'119 CHF | 46'467 CHF | 98.64% | 98.64% |
02.05.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'067 | 50'000 | 54'386 CHF | 45'794 CHF | 94.01% | 94.01% |
30.04.2024 | 1.11% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'205 CHF | 46'518 CHF | 99.83% | 99.83% |