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 | 0.76% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'138 CHF | 132'138 CHF | 100.00% | 100.00% |
14.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 134'054 CHF | 135'054 CHF | 100.00% | 100.00% |
13.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'188 CHF | 136'188 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'359 CHF | 141'359 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'781 CHF | 147'781 CHF | 100.00% | 100.00% |
07.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'711 CHF | 152'711 CHF | 99.76% | 99.76% |
06.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 150'484 CHF | 151'484 CHF | 99.53% | 99.53% |
03.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 150'566 CHF | 151'566 CHF | 99.72% | 99.72% |
02.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'553 CHF | 152'553 CHF | 100.00% | 100.00% |
30.04.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'412 CHF | 150'412 CHF | 100.00% | 100.00% |