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 | 0.82% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 99'757 | 99'757 | 123'546 CHF | 124'555 CHF | 98.90% | 98.90% |
14.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'376 CHF | 122'376 CHF | 99.50% | 99.50% |
13.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'428 CHF | 122'428 CHF | 99.81% | 99.81% |
10.05.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'868 CHF | 124'868 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 133'981 CHF | 134'981 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 145'072 CHF | 146'072 CHF | 96.64% | 96.64% |
06.05.2024 | 0.71% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'836 CHF | 140'836 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'929 CHF | 142'929 CHF | 97.93% | 97.93% |
02.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 143'670 CHF | 144'670 CHF | 99.41% | 99.41% |
30.04.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 138'047 CHF | 139'047 CHF | 100.00% | 100.00% |