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 | 2.78% | 1.04 CHF | 1.11 CHF | 20'000 | 20'000 | 73'261 | 73'261 | 78'985 CHF | 80'119 CHF | 97.92% | 97.92% |
14.05.2024 | 0.97% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 109'324 CHF | 110'329 CHF | 97.88% | 97.88% |
13.05.2024 | 1.01% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 107'813 CHF | 108'821 CHF | 99.99% | 99.99% |
10.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'771 CHF | 110'771 CHF | 98.67% | 98.67% |
08.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'598 CHF | 112'598 CHF | 99.99% | 99.99% |
07.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'091 CHF | 111'091 CHF | 99.95% | 99.95% |
06.05.2024 | 1.47% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 99'375 CHF | 100'414 CHF | 99.99% | 99.99% |
03.05.2024 | 1.82% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 86'939 | 86'939 | 95'239 CHF | 96'305 CHF | 95.88% | 95.88% |
02.05.2024 | 1.22% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 108'723 CHF | 109'751 CHF | 99.47% | 99.47% |
30.04.2024 | 1.12% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 95'984 | 95'984 | 111'093 CHF | 112'113 CHF | 98.41% | 98.41% |