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 | 4.06% | 0.71 CHF | 0.78 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 53'381 CHF | 54'515 CHF | 98.05% | 98.05% |
14.05.2024 | 1.51% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 98'953 | 98'953 | 70'440 CHF | 71'446 CHF | 97.88% | 97.88% |
13.05.2024 | 1.53% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 71'239 CHF | 72'246 CHF | 99.99% | 99.99% |
10.05.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'408 CHF | 73'408 CHF | 91.11% | 91.11% |
08.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'973 CHF | 71'973 CHF | 99.99% | 99.99% |
07.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'656 CHF | 73'656 CHF | 99.95% | 99.95% |
06.05.2024 | 2.10% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 68'996 CHF | 70'035 CHF | 99.99% | 99.99% |
03.05.2024 | 2.72% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 85'904 | 85'904 | 63'285 CHF | 64'356 CHF | 97.40% | 97.40% |
02.05.2024 | 2.06% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 94'458 | 94'458 | 64'545 CHF | 65'573 CHF | 99.47% | 99.47% |
30.04.2024 | 1.91% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 95'984 | 95'984 | 65'384 CHF | 66'404 CHF | 98.41% | 98.41% |