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 | 1.59% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'496 CHF | 63'496 CHF | 99.45% | 99.45% |
13.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'354 CHF | 64'354 CHF | 99.99% | 99.99% |
10.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 91'077 | 91'076 | 60'343 CHF | 61'253 CHF | 100.00% | 100.00% |
08.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 96'087 | 96'087 | 62'545 CHF | 63'506 CHF | 77.88% | 77.88% |
07.05.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 93'108 | 93'105 | 60'918 CHF | 61'847 CHF | 75.35% | 75.35% |
06.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'033 CHF | 61'033 CHF | 81.63% | 81.63% |
03.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'012 CHF | 59'012 CHF | 84.05% | 84.05% |
02.05.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'405 CHF | 59'405 CHF | 79.96% | 79.96% |
30.04.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'857 CHF | 58'857 CHF | 88.11% | 88.11% |
29.04.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 121'476 | 121'477 | 59'577 CHF | 60'792 CHF | 99.80% | 99.80% |