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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'191 CHF | 101'191 CHF | 100.00% | 100.00% |
10.05.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 187'924 CHF | 189'924 CHF | 99.95% | 99.95% |
08.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 171'473 CHF | 173'473 CHF | 100.00% | 100.00% |
07.05.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 154'012 CHF | 156'012 CHF | 98.92% | 98.92% |
06.05.2024 | 1.38% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 144'476 CHF | 146'476 CHF | 100.00% | 100.00% |
03.05.2024 | 1.37% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 145'150 CHF | 147'150 CHF | 98.64% | 98.64% |
02.05.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 151'924 CHF | 153'924 CHF | 99.11% | 99.11% |
30.04.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 152'135 CHF | 154'135 CHF | 100.00% | 100.00% |
29.04.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 154'643 CHF | 156'643 CHF | 100.00% | 100.00% |
26.04.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 158'063 CHF | 160'063 CHF | 98.93% | 98.93% |