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 | 0.89% | 1.63 CHF | 1.65 CHF | 50'000 | 50'000 | 89'032 | 89'032 | 144'909 CHF | 146'114 CHF | 99.30% | 99.30% |
14.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'269 CHF | 160'269 CHF | 99.51% | 99.51% |
13.05.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 172'582 CHF | 173'582 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 174'185 CHF | 175'185 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'307 CHF | 161'307 CHF | 100.00% | 100.00% |
07.05.2024 | 0.86% | 1.56 CHF | 1.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 150'617 CHF | 151'910 CHF | 97.06% | 97.06% |
06.05.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 144'114 CHF | 145'114 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 138'433 CHF | 139'433 CHF | 97.88% | 97.88% |
02.05.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'454 CHF | 137'454 CHF | 99.36% | 99.36% |
30.04.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'017 CHF | 140'017 CHF | 96.15% | 96.15% |