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 | 2.56% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 141'795 | 141'795 | 54'548 CHF | 55'966 CHF | 99.58% | 99.58% |
14.05.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'419 CHF | 57'669 CHF | 99.76% | 99.76% |
13.05.2024 | 2.19% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'577 CHF | 57'827 CHF | 100.00% | 100.00% |
10.05.2024 | 2.54% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 141'137 | 141'137 | 54'862 CHF | 56'273 CHF | 100.00% | 100.00% |
08.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'472 CHF | 56'472 CHF | 96.84% | 96.84% |
07.05.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'665 CHF | 56'665 CHF | 99.83% | 99.83% |
06.05.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'456 | 99'456 | 53'752 CHF | 54'747 CHF | 99.75% | 99.75% |
03.05.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 75'000 | 75'000 | 95'947 | 95'947 | 60'830 CHF | 61'790 CHF | 98.40% | 98.40% |
02.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 97'140 | 97'140 | 61'403 CHF | 62'374 CHF | 100.00% | 100.00% |
30.04.2024 | 1.65% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 99'996 | 100'000 | 60'295 CHF | 61'297 CHF | 100.00% | 100.00% |