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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 99'991 | 55'591 CHF | 56'586 CHF | 100.00% | 100.00% |
07.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'845 CHF | 52'845 CHF | 99.79% | 99.79% |
06.05.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'380 CHF | 53'380 CHF | 99.77% | 99.77% |
03.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'298 | 100'298 | 52'518 CHF | 53'521 CHF | 100.00% | 100.00% |
02.05.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 104'094 | 104'095 | 53'110 CHF | 54'151 CHF | 100.00% | 100.00% |
30.04.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 113'417 | 113'416 | 55'820 CHF | 56'954 CHF | 100.00% | 100.00% |
29.04.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'421 CHF | 56'421 CHF | 94.88% | 94.88% |
26.04.2024 | 1.82% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'620 CHF | 55'620 CHF | 100.00% | 100.00% |
25.04.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 102'143 | 102'142 | 52'470 CHF | 53'491 CHF | 84.42% | 84.42% |
24.04.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'638 CHF | 56'638 CHF | 100.00% | 100.00% |