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 | 1.23% | 0.77 CHF | 0.78 CHF | 70'000 | 70'000 | 69'448 | 69'448 | 56'243 CHF | 56'939 CHF | 100.00% | 100.00% |
14.05.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 70'000 | 70'000 | 69'573 | 69'573 | 54'410 CHF | 55'105 CHF | 100.00% | 100.00% |
13.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 70'000 | 70'000 | 69'573 | 69'573 | 55'262 CHF | 55'958 CHF | 100.00% | 100.00% |
10.05.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 70'000 | 70'000 | 69'573 | 69'573 | 60'882 CHF | 61'577 CHF | 100.00% | 100.00% |
08.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 70'000 | 70'000 | 69'542 | 69'542 | 54'563 CHF | 55'259 CHF | 99.07% | 99.07% |
07.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 70'000 | 70'000 | 69'573 | 69'573 | 58'236 CHF | 58'932 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.78 CHF | 0.83 CHF | 10'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 70'000 | 70'000 | 69'572 | 69'572 | 52'484 CHF | 53'180 CHF | 99.98% | 99.98% |
02.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70'000 | 70'000 | 74'308 | 74'308 | 54'252 CHF | 54'995 CHF | 100.00% | 100.00% |
30.04.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 70'000 | 70'000 | 69'552 | 69'552 | 54'181 CHF | 54'877 CHF | 99.99% | 99.99% |