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 | 0.69% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 82'637 | 82'637 | 124'055 CHF | 124'881 CHF | 99.04% | 99.04% |
14.05.2024 | 0.76% | 1.35 CHF | 1.32 CHF | 200'000 | 50'000 | 50'000 | 50'000 | 65'831 CHF | 66'331 CHF | 11.88% | 98.93% |
13.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 200'000 | 200'000 | 82'685 | 82'685 | 106'732 CHF | 107'559 CHF | 98.87% | 98.87% |
10.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 82'033 | 82'033 | 106'121 CHF | 106'941 CHF | 98.39% | 98.39% |
08.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 82'505 | 82'505 | 109'930 CHF | 110'755 CHF | 99.33% | 99.33% |
07.05.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 83'119 | 83'119 | 112'572 CHF | 113'403 CHF | 98.10% | 98.10% |
06.05.2024 | 0.79% | 1.42 CHF | 1.43 CHF | 200'000 | 200'000 | 82'950 | 82'950 | 109'144 CHF | 109'973 CHF | 98.10% | 98.10% |
03.05.2024 | 0.99% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 89'040 | 82'463 | 93'320 CHF | 87'790 CHF | 99.28% | 99.28% |
02.05.2024 | 1.23% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 98'173 | 82'886 | 78'971 CHF | 67'473 CHF | 97.88% | 97.88% |
30.04.2024 | 0.91% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 83'103 | 83'103 | 91'815 CHF | 92'646 CHF | 97.57% | 97.57% |