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 | 1.53% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 99'722 | 99'570 | 68'663 CHF | 69'609 CHF | 98.27% | 98.27% |
14.05.2024 | 1.38% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'078 CHF | 73'078 CHF | 100.00% | 100.00% |
13.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'817 CHF | 74'841 CHF | 100.00% | 100.00% |
10.05.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'748 CHF | 77'748 CHF | 99.41% | 99.41% |
08.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'049 CHF | 78'049 CHF | 100.00% | 100.00% |
07.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'740 CHF | 77'740 CHF | 96.43% | 96.43% |
06.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'488 CHF | 78'488 CHF | 100.00% | 100.00% |
03.05.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'934 CHF | 78'934 CHF | 97.92% | 97.92% |
02.05.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'462 CHF | 71'515 CHF | 99.40% | 99.40% |
30.04.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'477 CHF | 73'523 CHF | 100.00% | 100.00% |