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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.44% | 0.86 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'426 CHF | 87'680 CHF | 99.13% | 99.13% |
13.05.2024 | 1.34% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'855 CHF | 85'997 CHF | 99.37% | 99.37% |
10.05.2024 | 1.46% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'965 CHF | 79'111 CHF | 99.42% | 99.42% |
08.05.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'660 CHF | 70'660 CHF | 98.83% | 98.83% |
07.05.2024 | 1.69% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'977 CHF | 64'049 CHF | 97.06% | 97.06% |
06.05.2024 | 1.64% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'754 CHF | 65'823 CHF | 100.00% | 100.00% |
03.05.2024 | 1.65% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'728 CHF | 65'802 CHF | 97.91% | 97.91% |
02.05.2024 | 1.78% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'396 CHF | 64'535 CHF | 99.40% | 99.40% |
30.04.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'499 CHF | 67'536 CHF | 99.38% | 99.38% |
29.04.2024 | 1.69% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'008 CHF | 66'117 CHF | 100.00% | 100.00% |