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 | 1.13% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'902 CHF | 91'931 CHF | 100.00% | 100.00% |
13.05.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'851 CHF | 93'851 CHF | 99.36% | 99.36% |
10.05.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'709 CHF | 88'709 CHF | 100.00% | 100.00% |
08.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'015 CHF | 86'015 CHF | 97.77% | 97.77% |
07.05.2024 | 1.98% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 54'803 | 54'803 | 50'706 CHF | 51'679 CHF | 92.08% | 92.08% |
06.05.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'144 CHF | 71'144 CHF | 98.68% | 98.68% |
03.05.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'901 CHF | 67'901 CHF | 97.92% | 97.92% |
02.05.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'997 CHF | 65'997 CHF | 85.87% | 85.87% |
30.04.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'356 CHF | 68'356 CHF | 100.00% | 100.00% |
29.04.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'879 CHF | 70'879 CHF | 80.35% | 80.35% |