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 | 1.06% | 0.91 CHF | 0.92 CHF | 65'000 | 65'000 | 61'820 | 61'820 | 58'118 CHF | 58'738 CHF | 100.00% | 100.00% |
14.05.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 60'000 | 60'000 | 62'585 | 62'585 | 59'058 CHF | 59'684 CHF | 100.00% | 100.00% |
13.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 58'770 CHF | 59'420 CHF | 100.00% | 100.00% |
10.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 57'851 CHF | 58'501 CHF | 100.00% | 100.00% |
08.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 65'000 | 65'000 | 64'991 | 64'991 | 57'955 CHF | 58'605 CHF | 99.09% | 99.09% |
07.05.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 65'000 | 65'000 | 64'949 | 64'949 | 57'956 CHF | 58'606 CHF | 99.91% | 99.91% |
06.05.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 57'012 CHF | 57'662 CHF | 100.00% | 100.00% |
03.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 56'259 CHF | 56'909 CHF | 99.99% | 99.99% |
02.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 54'644 CHF | 55'294 CHF | 99.99% | 99.99% |
30.04.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 70'000 | 70'000 | 69'956 | 69'956 | 45'968 CHF | 46'668 CHF | 99.99% | 99.99% |