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 | 1.02% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 99'070 CHF | 100'078 CHF | 98.95% | 98.95% |
14.05.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'428 CHF | 98'428 CHF | 100.00% | 100.00% |
13.05.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'974 CHF | 95'974 CHF | 100.00% | 100.00% |
10.05.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 177'616 CHF | 179'616 CHF | 100.00% | 100.00% |
08.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 161'203 CHF | 163'203 CHF | 100.00% | 100.00% |
07.05.2024 | 1.38% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 143'803 CHF | 145'803 CHF | 98.92% | 98.92% |
06.05.2024 | 1.48% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 134'307 CHF | 136'307 CHF | 100.00% | 100.00% |
03.05.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 135'138 CHF | 137'138 CHF | 95.29% | 95.29% |
02.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 141'725 CHF | 143'725 CHF | 99.12% | 99.12% |
30.04.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 141'820 CHF | 143'820 CHF | 100.00% | 100.00% |