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 | 1.48% | 0.68 CHF | 0.69 CHF | 70'000 | 70'000 | 69'875 | 69'875 | 47'115 CHF | 47'815 CHF | 99.82% | 99.82% |
14.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 70'000 | 70'000 | 69'952 | 69'952 | 45'404 CHF | 46'104 CHF | 99.95% | 99.95% |
13.05.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 70'000 | 70'000 | 69'981 | 69'981 | 51'444 CHF | 52'144 CHF | 100.00% | 100.00% |
10.05.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 52'321 CHF | 53'021 CHF | 100.00% | 100.00% |
08.05.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 52'533 CHF | 53'333 CHF | 99.09% | 99.09% |
07.05.2024 | 1.67% | 0.63 CHF | 0.64 CHF | 80'000 | 80'000 | 79'844 | 79'844 | 47'636 CHF | 48'436 CHF | 100.00% | 100.00% |
06.05.2024 | 1.78% | 0.58 CHF | 0.59 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 44'570 CHF | 45'370 CHF | 100.00% | 100.00% |
03.05.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 41'973 CHF | 42'773 CHF | 99.97% | 99.97% |
02.05.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 41'313 CHF | 42'113 CHF | 100.00% | 100.00% |
30.04.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 42'863 CHF | 43'663 CHF | 100.00% | 100.00% |