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 | 1.98% | 0.65 CHF | 0.67 CHF | 50'000 | 50'000 | 89'003 | 88'951 | 57'974 CHF | 59'011 CHF | 98.58% | 98.58% |
14.05.2024 | 1.65% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'560 CHF | 64'615 CHF | 92.95% | 92.95% |
13.05.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'079 CHF | 71'100 CHF | 95.75% | 95.75% |
10.05.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'871 CHF | 71'882 CHF | 99.52% | 99.52% |
08.05.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'126 CHF | 65'131 CHF | 98.96% | 98.96% |
07.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'996 CHF | 63'019 CHF | 95.68% | 95.68% |
06.05.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'528 CHF | 60'528 CHF | 94.73% | 94.73% |
03.05.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'013 CHF | 58'013 CHF | 95.50% | 95.50% |
02.05.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'956 CHF | 56'956 CHF | 99.41% | 99.41% |
30.04.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'021 CHF | 58'021 CHF | 100.00% | 100.00% |