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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.16% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'168 CHF | 95'269 CHF | 99.51% | 99.51% |
13.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 107'282 CHF | 108'282 CHF | 100.00% | 100.00% |
10.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'126 CHF | 110'126 CHF | 100.00% | 100.00% |
08.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'307 CHF | 96'307 CHF | 100.00% | 100.00% |
07.05.2024 | 1.16% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'617 CHF | 86'617 CHF | 97.06% | 97.06% |
06.05.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'114 CHF | 80'114 CHF | 100.00% | 100.00% |
03.05.2024 | 1.35% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'441 CHF | 74'441 CHF | 97.76% | 97.76% |
02.05.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'509 CHF | 72'509 CHF | 99.41% | 99.41% |
30.04.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'017 CHF | 75'017 CHF | 96.15% | 96.15% |
29.04.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'628 CHF | 76'628 CHF | 100.00% | 100.00% |