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 | 0.93% | 1.05 CHF | 1.06 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 134'200 CHF | 135'450 CHF | 91.61% | 91.61% |
13.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 131'367 CHF | 132'617 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 124'919 CHF | 126'169 CHF | 99.80% | 99.80% |
08.05.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 107'028 | 107'029 | 128'937 CHF | 130'009 CHF | 100.00% | 100.00% |
07.05.2024 | 0.73% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 99'999 | 137'260 CHF | 138'259 CHF | 100.00% | 100.00% |
06.05.2024 | 0.63% | 1.53 CHF | 1.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'791 CHF | 158'791 CHF | 100.00% | 100.00% |
03.05.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 175'255 CHF | 176'255 CHF | 94.93% | 94.93% |
02.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 100'000 | 100'000 | 99'739 | 99'739 | 182'887 CHF | 183'885 CHF | 100.00% | 100.00% |
30.04.2024 | 0.58% | 1.85 CHF | 1.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'549 CHF | 171'549 CHF | 100.00% | 100.00% |
29.04.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 99'999 | 100'000 | 159'292 CHF | 160'293 CHF | 100.00% | 100.00% |