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 | 1.04% | 1.57 CHF | 1.59 CHF | 50'000 | 50'000 | 88'095 | 88'095 | 138'847 CHF | 140'203 CHF | 95.81% | 95.81% |
14.05.2024 | 0.85% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 152'940 CHF | 154'238 CHF | 95.09% | 95.09% |
13.05.2024 | 0.88% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'668 CHF | 162'081 CHF | 95.20% | 95.20% |
10.05.2024 | 0.85% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 162'027 CHF | 163'417 CHF | 98.55% | 98.55% |
08.05.2024 | 0.86% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 158'404 CHF | 159'779 CHF | 98.78% | 98.78% |
07.05.2024 | 0.88% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 153'385 CHF | 154'746 CHF | 95.92% | 95.92% |
06.05.2024 | 0.93% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'334 CHF | 147'698 CHF | 96.34% | 96.34% |
03.05.2024 | 0.95% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'575 CHF | 141'917 CHF | 96.39% | 96.39% |
02.05.2024 | 0.97% | 1.40 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 142'353 CHF | 143'734 CHF | 99.41% | 99.41% |
30.04.2024 | 0.96% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 145'060 CHF | 146'462 CHF | 100.00% | 100.00% |