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 | 1.54% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'588 CHF | 65'588 CHF | 100.00% | 100.00% |
14.05.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'423 CHF | 63'423 CHF | 99.76% | 99.76% |
13.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'487 CHF | 61'487 CHF | 100.00% | 100.00% |
10.05.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'983 CHF | 60'983 CHF | 100.00% | 100.00% |
08.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'793 CHF | 59'793 CHF | 96.88% | 96.88% |
07.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'559 CHF | 62'559 CHF | 99.83% | 99.83% |
06.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'702 CHF | 62'702 CHF | 99.76% | 99.76% |
03.05.2024 | 1.61% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'773 CHF | 62'773 CHF | 100.00% | 100.00% |
02.05.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'878 | 99'878 | 63'861 CHF | 64'859 CHF | 100.00% | 100.00% |
30.04.2024 | 1.50% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 94'528 | 94'528 | 62'488 CHF | 63'433 CHF | 100.00% | 100.00% |