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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.82% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 102'177 | 102'176 | 55'774 CHF | 56'795 CHF | 98.94% | 98.94% |
13.05.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'730 | 99'730 | 63'344 CHF | 64'342 CHF | 100.00% | 100.00% |
10.05.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'484 CHF | 54'234 CHF | 100.00% | 100.00% |
08.05.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 75'000 | 75'000 | 78'442 | 78'443 | 54'092 CHF | 54'878 CHF | 100.00% | 100.00% |
07.05.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'611 CHF | 64'611 CHF | 99.79% | 99.79% |
06.05.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'737 | 99'737 | 64'052 CHF | 65'049 CHF | 99.77% | 99.77% |
03.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 97'658 | 97'657 | 62'807 CHF | 63'783 CHF | 100.00% | 100.00% |
02.05.2024 | 1.59% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'257 CHF | 63'257 CHF | 100.00% | 100.00% |
30.04.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'698 | 99'697 | 59'048 CHF | 60'045 CHF | 100.00% | 100.00% |
29.04.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'461 CHF | 52'211 CHF | 94.85% | 94.85% |