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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 1.58% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 92'177 CHF | 93'215 CHF | 100.00% | 100.00% |
03.05.2024 | 1.99% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 86'385 | 86'385 | 88'551 CHF | 89'618 CHF | 96.58% | 96.58% |
02.05.2024 | 1.30% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 94'456 | 94'456 | 101'636 CHF | 102'664 CHF | 99.47% | 99.47% |
30.04.2024 | 1.21% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 95'985 | 95'985 | 102'461 CHF | 103'481 CHF | 98.40% | 98.40% |
29.04.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'796 CHF | 107'796 CHF | 99.96% | 99.96% |
26.04.2024 | 1.42% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 93'133 | 93'133 | 98'614 CHF | 99'649 CHF | 95.45% | 95.45% |
25.04.2024 | 1.80% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 87'275 | 87'275 | 92'933 CHF | 93'996 CHF | 93.23% | 93.23% |
24.04.2024 | 1.12% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 96'911 | 96'911 | 106'014 CHF | 107'029 CHF | 97.60% | 97.60% |
23.04.2024 | 1.34% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 93'690 | 93'690 | 103'789 CHF | 104'821 CHF | 95.45% | 95.45% |
22.04.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 99'710 | 99'710 | 112'741 CHF | 113'742 CHF | 99.99% | 99.99% |