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 | 1.81% | 0.90 CHF | 0.92 CHF | 50'000 | 50'000 | 88'201 | 88'095 | 80'033 CHF | 81'314 CHF | 95.81% | 95.81% |
14.05.2024 | 1.55% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'876 CHF | 88'237 CHF | 95.02% | 95.02% |
13.05.2024 | 1.36% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'476 CHF | 94'752 CHF | 95.20% | 95.20% |
10.05.2024 | 1.43% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'631 CHF | 95'993 CHF | 98.55% | 98.55% |
08.05.2024 | 1.45% | 0.93 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'637 CHF | 92'972 CHF | 98.78% | 98.78% |
07.05.2024 | 1.59% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'354 CHF | 88'749 CHF | 96.54% | 96.54% |
06.05.2024 | 1.68% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'301 CHF | 82'676 CHF | 96.34% | 96.34% |
03.05.2024 | 1.62% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'918 CHF | 78'173 CHF | 97.79% | 97.79% |
02.05.2024 | 1.72% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'246 CHF | 80'622 CHF | 99.41% | 99.41% |
30.04.2024 | 1.64% | 0.81 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'571 CHF | 82'924 CHF | 100.00% | 100.00% |