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 | 0.88% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'650 CHF | 57'150 CHF | 100.00% | 100.00% |
14.05.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'077 CHF | 53'577 CHF | 99.72% | 99.72% |
13.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'383 CHF | 53'883 CHF | 100.00% | 100.00% |
10.05.2024 | 1.02% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 65'316 | 65'317 | 63'424 CHF | 64'079 CHF | 100.00% | 100.00% |
08.05.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 74'451 | 74'451 | 70'363 CHF | 71'107 CHF | 100.00% | 100.00% |
07.05.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 47'000 | 50'000 | 51'107 | 51'111 | 54'574 CHF | 55'089 CHF | 99.59% | 99.59% |
06.05.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'483 | 75'485 | 52'017 CHF | 52'773 CHF | 99.76% | 99.76% |
03.05.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'145 CHF | 66'145 CHF | 100.00% | 100.00% |
02.05.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'685 CHF | 64'685 CHF | 100.00% | 100.00% |
30.04.2024 | 1.50% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 85'519 | 85'520 | 56'597 CHF | 57'452 CHF | 100.00% | 100.00% |