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 | 1.02% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 99'998 | 98'047 CHF | 99'045 CHF | 97.33% | 97.33% |
14.05.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'884 CHF | 113'884 CHF | 99.20% | 99.20% |
13.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 99'998 | 100'000 | 110'365 CHF | 111'367 CHF | 100.00% | 100.00% |
10.05.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'271 CHF | 111'271 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 99'998 | 132'776 CHF | 133'773 CHF | 100.00% | 100.00% |
07.05.2024 | 0.76% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'356 CHF | 132'356 CHF | 100.00% | 100.00% |
06.05.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 148'638 CHF | 149'638 CHF | 100.00% | 100.00% |
03.05.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 172'547 CHF | 173'547 CHF | 96.95% | 96.95% |
02.05.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 194'153 CHF | 195'153 CHF | 100.00% | 100.00% |
30.04.2024 | 0.60% | 1.79 CHF | 1.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 166'314 CHF | 167'314 CHF | 100.00% | 100.00% |