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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.97% | 1.36 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'482 CHF | 107'520 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 1.39 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'934 CHF | 102'948 CHF | 100.00% | 100.00% |
08.05.2024 | 1.05% | 1.27 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'832 CHF | 94'825 CHF | 100.00% | 100.00% |
07.05.2024 | 1.06% | 1.33 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'649 CHF | 99'696 CHF | 98.92% | 98.92% |
06.05.2024 | 1.04% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'778 CHF | 93'750 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'662 CHF | 122'694 CHF | 93.74% | 93.74% |
02.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'516 CHF | 111'516 CHF | 99.13% | 99.13% |
30.04.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'231 CHF | 100'231 CHF | 100.00% | 100.00% |
29.04.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'855 CHF | 96'855 CHF | 100.00% | 100.00% |
26.04.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'770 CHF | 91'770 CHF | 99.60% | 99.60% |