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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.68% | 1.39 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'647 CHF | 147'647 CHF | 9.17% | 99.17% |
10.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 100'000 | 100'000 | 60'658 | 60'658 | 85'757 CHF | 86'363 CHF | 98.57% | 98.57% |
08.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 60'872 | 60'872 | 84'334 CHF | 84'942 CHF | 99.57% | 99.57% |
07.05.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 61'009 | 61'009 | 81'694 CHF | 82'304 CHF | 98.38% | 98.38% |
06.05.2024 | 0.69% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 60'958 | 60'958 | 86'252 CHF | 86'861 CHF | 98.33% | 98.33% |
03.05.2024 | 0.59% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 60'759 | 60'759 | 102'022 CHF | 102'630 CHF | 99.38% | 99.38% |
02.05.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 100'000 | 100'000 | 61'025 | 61'025 | 117'543 CHF | 118'153 CHF | 98.21% | 98.21% |
30.04.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 61'059 | 61'059 | 100'127 CHF | 100'738 CHF | 97.87% | 97.87% |
29.04.2024 | 0.68% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 61'268 | 61'268 | 100'902 CHF | 101'568 CHF | 96.08% | 96.08% |
26.04.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 100'000 | 100'000 | 61'210 | 61'210 | 116'488 CHF | 117'153 CHF | 96.59% | 96.59% |