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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'830 CHF | 59'830 CHF | 99.75% | 99.75% |
13.05.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'592 CHF | 56'592 CHF | 100.00% | 100.00% |
10.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'419 | 100'419 | 51'188 CHF | 52'193 CHF | 100.00% | 100.00% |
08.05.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 113'288 | 113'288 | 56'020 CHF | 57'153 CHF | 100.00% | 100.00% |
07.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 116'031 | 116'031 | 57'311 CHF | 58'471 CHF | 99.85% | 99.85% |
06.05.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 101'571 | 101'571 | 51'687 CHF | 52'703 CHF | 99.81% | 99.81% |
03.05.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 107'188 | 107'189 | 53'293 CHF | 54'364 CHF | 99.90% | 99.90% |
02.05.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 119'798 | 119'798 | 57'862 CHF | 59'060 CHF | 100.00% | 100.00% |
30.04.2024 | 1.94% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 108'699 | 108'699 | 55'537 CHF | 56'624 CHF | 100.00% | 100.00% |
29.04.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'920 CHF | 56'920 CHF | 99.91% | 99.91% |