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 | 1.75% | 0.54 CHF | 0.55 CHF | 110'000 | 110'000 | 110'582 | 110'582 | 62'743 CHF | 63'851 CHF | 100.00% | 100.00% |
14.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 110'000 | 110'000 | 115'382 | 115'382 | 63'821 CHF | 64'975 CHF | 100.00% | 100.00% |
13.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 110'000 | 110'000 | 109'329 | 109'329 | 61'235 CHF | 62'328 CHF | 100.00% | 100.00% |
10.05.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 110'000 | 110'000 | 109'329 | 109'329 | 66'098 CHF | 67'192 CHF | 100.00% | 100.00% |
08.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 120'000 | 120'000 | 119'235 | 119'235 | 65'701 CHF | 66'893 CHF | 99.06% | 99.06% |
07.05.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 120'000 | 120'000 | 119'250 | 119'250 | 69'282 CHF | 70'474 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.55 CHF | 0.58 CHF | 20'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 119'266 | 119'266 | 63'357 CHF | 64'550 CHF | 100.00% | 100.00% |
02.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 120'000 | 120'000 | 119'269 | 119'269 | 61'750 CHF | 62'943 CHF | 100.00% | 100.00% |
30.04.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 120'000 | 120'000 | 119'234 | 119'234 | 65'084 CHF | 66'277 CHF | 100.00% | 100.00% |