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 | 1.13% | 1.08 CHF | 1.10 CHF | 50'000 | 50'000 | 89'032 | 89'032 | 96'396 CHF | 97'404 CHF | 99.30% | 99.30% |
14.05.2024 | 1.23% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'578 CHF | 105'871 CHF | 99.51% | 99.51% |
13.05.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'968 CHF | 118'968 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 119'505 CHF | 120'505 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'874 CHF | 106'874 CHF | 100.00% | 100.00% |
07.05.2024 | 1.03% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'191 CHF | 97'191 CHF | 97.06% | 97.06% |
06.05.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'698 CHF | 90'698 CHF | 100.00% | 100.00% |
03.05.2024 | 1.18% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'018 CHF | 85'018 CHF | 97.93% | 97.93% |
02.05.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'984 CHF | 82'984 CHF | 98.78% | 98.78% |
30.04.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'522 CHF | 85'522 CHF | 100.00% | 100.00% |