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 | 0.99% | 2.10 CHF | 2.14 CHF | 50'000 | 50'000 | 183'473 | 183'473 | 367'507 CHF | 369'840 CHF | 97.70% | 97.70% |
14.05.2024 | 0.57% | 1.87 CHF | 1.88 CHF | 250'000 | 250'000 | 247'382 | 247'382 | 450'536 CHF | 453'029 CHF | 97.88% | 97.88% |
13.05.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 250'000 | 250'000 | 246'257 | 246'257 | 446'369 CHF | 448'860 CHF | 99.93% | 99.93% |
10.05.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 513'786 CHF | 516'286 CHF | 98.68% | 98.68% |
08.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 388'382 CHF | 390'882 CHF | 100.00% | 100.00% |
07.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 397'869 CHF | 400'369 CHF | 99.89% | 99.89% |
06.05.2024 | 0.79% | 1.66 CHF | 1.67 CHF | 250'000 | 250'000 | 230'381 | 230'381 | 375'654 CHF | 378'105 CHF | 100.00% | 100.00% |
03.05.2024 | 1.07% | 1.40 CHF | 1.41 CHF | 250'000 | 250'000 | 215'182 | 215'182 | 312'261 CHF | 314'674 CHF | 97.02% | 97.02% |
02.05.2024 | 0.82% | 1.50 CHF | 1.51 CHF | 250'000 | 250'000 | 236'133 | 236'133 | 350'245 CHF | 352'710 CHF | 99.42% | 99.42% |
30.04.2024 | 0.74% | 1.47 CHF | 1.48 CHF | 250'000 | 250'000 | 238'530 | 238'530 | 379'514 CHF | 381'986 CHF | 98.93% | 98.93% |