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 | 1.36% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 73'469 CHF | 74'473 CHF | 98.88% | 98.88% |
14.05.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'573 CHF | 73'573 CHF | 100.00% | 100.00% |
13.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'064 CHF | 72'064 CHF | 100.00% | 100.00% |
10.05.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 134'563 CHF | 136'563 CHF | 100.00% | 100.00% |
08.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 125'171 CHF | 127'171 CHF | 100.00% | 100.00% |
07.05.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 115'907 CHF | 117'907 CHF | 98.92% | 98.92% |
06.05.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 111'740 CHF | 113'740 CHF | 100.00% | 100.00% |
03.05.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 112'015 CHF | 114'015 CHF | 98.64% | 98.64% |
02.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 115'485 CHF | 117'485 CHF | 99.13% | 99.13% |
30.04.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 115'129 CHF | 117'129 CHF | 100.00% | 100.00% |