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 | 0.60% | 1.94 CHF | 1.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 173'534 CHF | 174'586 CHF | 98.05% | 98.05% |
14.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'060 CHF | 160'060 CHF | 97.83% | 97.83% |
13.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'478 CHF | 171'478 CHF | 100.00% | 100.00% |
10.05.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 167'191 CHF | 168'191 CHF | 98.68% | 98.68% |
08.05.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'830 CHF | 118'830 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'164 CHF | 121'164 CHF | 100.00% | 100.00% |
06.05.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'271 CHF | 113'271 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 200'262 CHF | 202'262 CHF | 97.11% | 97.11% |
02.05.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 151'869 CHF | 153'869 CHF | 99.49% | 99.49% |
30.04.2024 | 1.00% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'066 CHF | 101'066 CHF | 99.03% | 99.03% |