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 | 3.12% | 0.94 CHF | 1.01 CHF | 20'000 | 20'000 | 73'193 | 73'193 | 69'712 CHF | 70'846 CHF | 98.05% | 98.05% |
14.05.2024 | 1.15% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 98'952 | 98'952 | 92'456 CHF | 93'461 CHF | 97.85% | 97.85% |
13.05.2024 | 1.17% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 98'506 | 98'506 | 93'183 CHF | 94'191 CHF | 99.99% | 99.99% |
10.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'845 CHF | 95'845 CHF | 95.50% | 95.50% |
08.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'330 CHF | 94'330 CHF | 99.99% | 99.99% |
07.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'056 CHF | 96'056 CHF | 99.94% | 99.94% |
06.05.2024 | 1.62% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 89'654 CHF | 90'693 CHF | 99.99% | 99.99% |
03.05.2024 | 2.02% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 86'956 | 86'956 | 83'512 CHF | 84'578 CHF | 95.87% | 95.87% |
02.05.2024 | 1.55% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 94'455 | 94'455 | 85'779 CHF | 86'807 CHF | 99.46% | 99.46% |
30.04.2024 | 1.44% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 95'984 | 95'984 | 86'888 CHF | 87'908 CHF | 98.41% | 98.41% |