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 | 1.84% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'962 CHF | 54'962 CHF | 72.90% | 72.90% |
14.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'286 CHF | 55'286 CHF | 99.77% | 99.77% |
13.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'353 | 100'353 | 52'025 CHF | 53'028 CHF | 100.00% | 100.00% |
10.05.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 60'089 CHF | 61'339 CHF | 100.00% | 100.00% |
08.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'995 CHF | 60'245 CHF | 100.00% | 100.00% |
07.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'120 CHF | 60'370 CHF | 99.86% | 99.86% |
06.05.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 123'954 | 123'954 | 60'098 CHF | 61'338 CHF | 99.82% | 99.82% |
03.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'732 CHF | 60'982 CHF | 100.00% | 100.00% |
02.05.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'591 CHF | 59'841 CHF | 100.00% | 100.00% |
30.04.2024 | 2.02% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 109'737 | 109'737 | 53'868 CHF | 54'965 CHF | 100.00% | 100.00% |