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 | 1.66% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'785 CHF | 60'785 CHF | 100.00% | 100.00% |
14.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'658 CHF | 58'658 CHF | 99.76% | 99.76% |
13.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'992 CHF | 56'992 CHF | 100.00% | 100.00% |
10.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'549 CHF | 56'549 CHF | 100.00% | 100.00% |
08.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'461 CHF | 55'461 CHF | 96.88% | 96.88% |
07.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'905 CHF | 57'905 CHF | 99.82% | 99.82% |
06.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'948 CHF | 57'948 CHF | 99.76% | 99.76% |
03.05.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'008 CHF | 58'008 CHF | 100.00% | 100.00% |
02.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'936 CHF | 59'936 CHF | 100.00% | 100.00% |
30.04.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'921 CHF | 61'921 CHF | 100.00% | 100.00% |