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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 91'639 | 75'000 | 52'389 CHF | 43'658 CHF | 99.38% | 99.38% |
10.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 92'815 | 75'000 | 53'059 CHF | 43'690 CHF | 100.00% | 100.00% |
08.05.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 91'314 | 75'000 | 53'419 CHF | 44'678 CHF | 100.00% | 100.00% |
07.05.2024 | 2.32% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 61'311 | 61'311 | 39'983 CHF | 40'861 CHF | 98.93% | 98.93% |
06.05.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'434 CHF | 96'434 CHF | 99.38% | 99.38% |
03.05.2024 | 0.93% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'892 CHF | 107'892 CHF | 98.43% | 98.43% |
02.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'067 CHF | 118'067 CHF | 98.52% | 98.52% |
30.04.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'127 CHF | 113'127 CHF | 99.99% | 99.99% |
29.04.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'016 CHF | 112'016 CHF | 100.00% | 100.00% |
26.04.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'992 CHF | 116'992 CHF | 99.60% | 99.60% |