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 | 0.92% | 1.33 CHF | 1.35 CHF | 50'000 | 50'000 | 89'032 | 89'032 | 118'546 CHF | 119'558 CHF | 99.30% | 99.30% |
14.05.2024 | 0.85% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'477 CHF | 130'578 CHF | 99.51% | 99.51% |
13.05.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 142'671 CHF | 143'671 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 144'464 CHF | 145'464 CHF | 100.00% | 100.00% |
08.05.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'672 CHF | 131'672 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'995 CHF | 121'995 CHF | 97.06% | 97.06% |
06.05.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'451 CHF | 115'451 CHF | 100.00% | 100.00% |
03.05.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'712 CHF | 109'712 CHF | 97.93% | 97.93% |
02.05.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'691 CHF | 107'691 CHF | 99.41% | 99.41% |
30.04.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'421 CHF | 110'421 CHF | 100.00% | 100.00% |