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 | 9.06% | 0.11 CHF | 0.12 CHF | 100'000 | 100'000 | 99'593 | 99'593 | 10'714 CHF | 11'711 CHF | 100.00% | 100.00% |
10.05.2024 | 7.57% | 0.11 CHF | 0.12 CHF | 110'000 | 110'000 | 99'083 | 99'083 | 12'946 CHF | 13'938 CHF | 100.00% | 100.00% |
08.05.2024 | 6.10% | 0.15 CHF | 0.16 CHF | 100'000 | 100'000 | 98'961 | 98'961 | 16'122 CHF | 17'113 CHF | 99.14% | 99.14% |
07.05.2024 | 5.70% | 0.18 CHF | 0.19 CHF | 100'000 | 100'000 | 98'920 | 98'920 | 17'250 CHF | 18'241 CHF | 99.86% | 99.86% |
06.05.2024 | 6.20% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 98'994 | 98'994 | 15'820 CHF | 16'811 CHF | 100.00% | 100.00% |
03.05.2024 | 6.79% | 0.15 CHF | 0.16 CHF | 100'000 | 100'000 | 103'613 | 103'613 | 15'039 CHF | 16'076 CHF | 99.97% | 99.97% |
02.05.2024 | 6.48% | 0.15 CHF | 0.16 CHF | 100'000 | 100'000 | 102'406 | 102'406 | 15'599 CHF | 16'624 CHF | 100.00% | 100.00% |
30.04.2024 | 5.15% | 0.17 CHF | 0.18 CHF | 100'000 | 100'000 | 98'962 | 98'962 | 19'155 CHF | 20'146 CHF | 99.98% | 99.98% |
29.04.2024 | 5.62% | 0.18 CHF | 0.19 CHF | 100'000 | 100'000 | 99'801 | 99'801 | 17'661 CHF | 18'660 CHF | 100.00% | 100.00% |
26.04.2024 | 6.04% | 0.18 CHF | 0.19 CHF | 110'000 | 110'000 | 108'247 | 108'247 | 17'820 CHF | 18'903 CHF | 99.44% | 99.44% |