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 | 1.57% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 99'442 | 99'247 | 79'651 CHF | 80'749 CHF | 98.11% | 98.11% |
14.05.2024 | 1.56% | 0.76 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'397 CHF | 77'597 CHF | 99.13% | 99.13% |
13.05.2024 | 1.57% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'816 CHF | 75'997 CHF | 99.38% | 99.38% |
10.05.2024 | 1.60% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'965 CHF | 69'059 CHF | 99.42% | 99.42% |
08.05.2024 | 1.80% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'577 CHF | 60'660 CHF | 98.83% | 98.83% |
07.05.2024 | 2.00% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'977 CHF | 54'049 CHF | 97.06% | 97.06% |
06.05.2024 | 1.93% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'754 CHF | 55'823 CHF | 100.00% | 100.00% |
03.05.2024 | 1.94% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'726 CHF | 55'800 CHF | 97.93% | 97.93% |
02.05.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'396 CHF | 54'436 CHF | 99.40% | 99.40% |
30.04.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'499 CHF | 57'536 CHF | 99.37% | 99.37% |