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 | 2.05% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 108'306 | 108'306 | 52'154 CHF | 53'237 CHF | 99.10% | 99.10% |
14.05.2024 | 1.75% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'742 CHF | 57'742 CHF | 98.82% | 98.82% |
13.05.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'966 CHF | 57'966 CHF | 99.13% | 99.13% |
10.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'280 CHF | 63'280 CHF | 93.11% | 93.11% |
08.05.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'733 | 99'733 | 62'833 CHF | 63'830 CHF | 99.14% | 99.14% |
07.05.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'473 | 99'473 | 60'603 CHF | 61'598 CHF | 98.98% | 98.98% |
06.05.2024 | 1.50% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 80'177 | 80'177 | 52'836 CHF | 53'638 CHF | 98.98% | 98.98% |
03.05.2024 | 1.22% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'268 CHF | 62'018 CHF | 98.97% | 98.97% |
02.05.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 74'473 | 74'473 | 70'610 CHF | 71'355 CHF | 98.78% | 98.78% |
30.04.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'068 CHF | 61'818 CHF | 99.00% | 99.00% |