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 | 0.66% | 1.75 CHF | 1.76 CHF | 150'000 | 150'000 | 149'681 | 149'681 | 227'019 CHF | 228'519 CHF | 99.83% | 99.83% |
14.05.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 150'000 | 150'000 | 149'969 | 149'969 | 198'360 CHF | 199'860 CHF | 99.87% | 99.87% |
13.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 184'286 CHF | 185'786 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 1.24 CHF | 1.25 CHF | 150'000 | 150'000 | 149'997 | 149'997 | 208'815 CHF | 210'315 CHF | 100.00% | 100.00% |
08.05.2024 | 1.23% | 0.88 CHF | 0.89 CHF | 150'000 | 150'000 | 149'967 | 149'967 | 121'458 CHF | 122'958 CHF | 99.29% | 99.29% |
07.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 149'895 | 149'895 | 125'630 CHF | 127'130 CHF | 100.00% | 100.00% |
06.05.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 117'581 CHF | 119'081 CHF | 100.00% | 100.00% |
03.05.2024 | 2.04% | 0.43 CHF | 0.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 73'650 CHF | 75'150 CHF | 98.72% | 98.72% |
02.05.2024 | 2.25% | 0.54 CHF | 0.55 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 67'115 CHF | 68'615 CHF | 99.98% | 99.98% |
30.04.2024 | 1.84% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 149'875 | 149'875 | 81'256 CHF | 82'756 CHF | 100.00% | 100.00% |