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 | 1.88% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 52'648 CHF | 53'640 CHF | 100.00% | 100.00% |
10.05.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 98'912 | 98'912 | 49'609 CHF | 50'599 CHF | 93.62% | 99.75% |
08.05.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'053 | 99'053 | 50'788 CHF | 51'779 CHF | 100.00% | 100.00% |
07.05.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 53'525 CHF | 54'516 CHF | 100.00% | 100.00% |
06.05.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 98'743 | 98'743 | 53'170 CHF | 54'159 CHF | 96.86% | 98.86% |
03.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 98'983 | 98'983 | 53'250 CHF | 54'241 CHF | 98.06% | 98.68% |
02.05.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 54'507 CHF | 55'498 CHF | 100.00% | 100.00% |
30.04.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 56'452 CHF | 57'444 CHF | 99.90% | 99.90% |
29.04.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 52'222 CHF | 53'213 CHF | 100.00% | 100.00% |
26.04.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 99'007 | 99'007 | 53'093 CHF | 54'084 CHF | 99.95% | 99.95% |