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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'508 CHF | 62'508 CHF | 99.76% | 99.76% |
06.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'792 CHF | 59'792 CHF | 99.51% | 99.51% |
03.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'821 CHF | 55'821 CHF | 99.70% | 99.70% |
02.05.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 101'560 | 101'560 | 52'056 CHF | 53'072 CHF | 100.00% | 100.00% |
30.04.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'260 | 100'260 | 51'965 CHF | 52'968 CHF | 100.00% | 100.00% |
29.04.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'050 | 100'051 | 51'191 CHF | 52'192 CHF | 99.83% | 99.83% |
26.04.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 114'823 | 114'824 | 56'733 CHF | 57'881 CHF | 100.00% | 100.00% |
25.04.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 121'854 | 121'855 | 58'577 CHF | 59'796 CHF | 84.33% | 84.33% |
24.04.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'913 CHF | 54'913 CHF | 100.00% | 100.00% |
23.04.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'606 CHF | 55'606 CHF | 100.00% | 100.00% |