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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.15% | 1.10 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'887 CHF | 87'893 CHF | 100.00% | 100.00% |
10.05.2024 | 1.25% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'264 CHF | 83'297 CHF | 100.00% | 100.00% |
08.05.2024 | 1.35% | 1.01 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'238 CHF | 75'245 CHF | 100.00% | 100.00% |
07.05.2024 | 1.33% | 1.06 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'001 CHF | 80'057 CHF | 98.92% | 98.92% |
06.05.2024 | 1.39% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'114 CHF | 74'139 CHF | 100.00% | 100.00% |
03.05.2024 | 1.10% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'474 CHF | 96'529 CHF | 93.63% | 93.63% |
02.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'474 CHF | 85'474 CHF | 99.13% | 99.13% |
30.04.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'111 CHF | 74'111 CHF | 99.67% | 99.67% |
29.04.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'752 CHF | 70'752 CHF | 100.00% | 100.00% |
26.04.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'655 CHF | 65'655 CHF | 99.60% | 99.60% |