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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 110'000 | 110'000 | 109'329 | 109'329 | 80'925 CHF | 82'018 CHF | 100.00% | 100.00% |
13.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 105'271 | 105'271 | 78'557 CHF | 79'609 CHF | 100.00% | 100.00% |
10.05.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 110'000 | 110'000 | 109'261 | 109'261 | 86'869 CHF | 87'961 CHF | 100.00% | 100.00% |
08.05.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 110'000 | 110'000 | 109'299 | 109'299 | 80'412 CHF | 81'505 CHF | 99.06% | 99.06% |
07.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 110'000 | 110'000 | 109'311 | 109'311 | 83'805 CHF | 84'899 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.73 CHF | 0.76 CHF | 20'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 110'000 | 110'000 | 109'326 | 109'326 | 77'876 CHF | 78'969 CHF | 100.00% | 100.00% |
02.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 110'000 | 110'000 | 109'330 | 109'330 | 76'180 CHF | 77'273 CHF | 100.00% | 100.00% |
30.04.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 110'000 | 110'000 | 109'329 | 109'329 | 79'619 CHF | 80'712 CHF | 100.00% | 100.00% |
29.04.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 110'000 | 110'000 | 109'312 | 109'312 | 78'780 CHF | 79'873 CHF | 100.00% | 100.00% |