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 | 0.62% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 161'525 CHF | 162'525 CHF | 97.92% | 97.92% |
13.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 161'665 CHF | 162'665 CHF | 100.00% | 100.00% |
10.05.2024 | 0.60% | 1.75 CHF | 1.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 166'406 CHF | 167'406 CHF | 100.00% | 100.00% |
08.05.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 186'694 CHF | 187'694 CHF | 100.00% | 100.00% |
07.05.2024 | 0.54% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 183'296 CHF | 184'296 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 207'170 CHF | 208'170 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 2.34 CHF | 2.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 251'886 CHF | 252'886 CHF | 93.26% | 93.26% |
02.05.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 298'292 CHF | 299'292 CHF | 100.00% | 100.00% |
30.04.2024 | 0.41% | 2.65 CHF | 2.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 243'887 CHF | 244'887 CHF | 99.76% | 99.76% |
29.04.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 238'688 CHF | 239'688 CHF | 100.00% | 100.00% |