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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'917 CHF | 62'917 CHF | 98.86% | 98.86% |
06.05.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'477 CHF | 60'477 CHF | 94.79% | 94.79% |
03.05.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'745 CHF | 56'745 CHF | 98.64% | 98.64% |
02.05.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'004 | 100'000 | 52'090 CHF | 53'088 CHF | 99.13% | 99.13% |
30.04.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'415 CHF | 53'415 CHF | 100.00% | 100.00% |
29.04.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'515 CHF | 52'515 CHF | 100.00% | 100.00% |
26.04.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 105'038 | 100'000 | 52'259 CHF | 50'813 CHF | 99.60% | 99.60% |
25.04.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 108'875 | 100'000 | 52'592 CHF | 49'323 CHF | 98.87% | 98.87% |
24.04.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'754 CHF | 54'754 CHF | 100.00% | 100.00% |
23.04.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'210 CHF | 55'210 CHF | 100.00% | 100.00% |