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 | 1.65% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'243 CHF | 61'243 CHF | 100.00% | 100.00% |
14.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'391 CHF | 58'391 CHF | 100.00% | 100.00% |
13.05.2024 | 1.69% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'770 CHF | 59'770 CHF | 100.00% | 100.00% |
10.05.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'425 | 100'425 | 55'648 CHF | 56'652 CHF | 100.00% | 100.00% |
08.05.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 116'408 | 116'413 | 57'044 CHF | 58'211 CHF | 100.00% | 100.00% |
07.05.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 101'975 | 101'975 | 53'117 CHF | 54'137 CHF | 99.73% | 99.73% |
06.05.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 123'209 | 123'209 | 58'952 CHF | 60'184 CHF | 99.52% | 99.52% |
03.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 123'705 | 123'705 | 58'654 CHF | 59'891 CHF | 99.70% | 99.70% |
02.05.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 128'175 | 128'176 | 52'694 CHF | 53'976 CHF | 100.00% | 100.00% |
30.04.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'536 CHF | 55'036 CHF | 100.00% | 100.00% |