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 | 0.71% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'600 CHF | 141'600 CHF | 97.32% | 97.32% |
14.05.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 155'510 CHF | 156'510 CHF | 99.04% | 99.04% |
13.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 153'047 CHF | 154'047 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 152'906 CHF | 153'906 CHF | 100.00% | 100.00% |
08.05.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 175'470 CHF | 176'470 CHF | 100.00% | 100.00% |
07.05.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 173'994 CHF | 174'994 CHF | 100.00% | 100.00% |
06.05.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 191'106 CHF | 192'106 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 215'056 CHF | 216'056 CHF | 96.94% | 96.94% |
02.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 237'006 CHF | 238'006 CHF | 100.00% | 100.00% |
30.04.2024 | 0.48% | 2.22 CHF | 2.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 209'201 CHF | 210'201 CHF | 100.00% | 100.00% |