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 | 2.85% | 1.24 CHF | 1.26 CHF | 100'000 | 100'000 | 37'370 | 37'370 | 46'405 CHF | 47'466 CHF | 99.61% | 99.61% |
10.05.2024 | 2.99% | 1.27 CHF | 1.29 CHF | 100'000 | 100'000 | 37'052 | 37'052 | 43'568 CHF | 44'624 CHF | 98.58% | 98.58% |
08.05.2024 | 2.62% | 1.16 CHF | 1.18 CHF | 100'000 | 100'000 | 37'371 | 37'371 | 47'208 CHF | 48'269 CHF | 99.63% | 99.63% |
07.05.2024 | 2.31% | 1.37 CHF | 1.39 CHF | 100'000 | 100'000 | 37'453 | 37'453 | 56'152 CHF | 57'214 CHF | 99.16% | 99.16% |
06.05.2024 | 2.73% | 1.67 CHF | 1.70 CHF | 50'000 | 50'000 | 18'685 | 18'685 | 34'465 CHF | 35'260 CHF | 99.62% | 99.62% |
03.05.2024 | 2.18% | 2.16 CHF | 2.19 CHF | 50'000 | 50'000 | 18'642 | 18'642 | 42'942 CHF | 43'736 CHF | 99.49% | 99.49% |
02.05.2024 | 2.98% | 2.62 CHF | 2.67 CHF | 50'000 | 50'000 | 26'504 | 18'672 | 76'441 CHF | 54'524 CHF | 99.58% | 99.58% |
30.04.2024 | 3.09% | 3.09 CHF | 3.14 CHF | 50'000 | 50'000 | 26'511 | 18'682 | 76'088 CHF | 55'324 CHF | 99.61% | 99.61% |
29.04.2024 | 1.88% | 2.86 CHF | 2.89 CHF | 50'000 | 50'000 | 26'550 | 18'734 | 75'253 CHF | 54'180 CHF | 99.05% | 99.05% |
26.04.2024 | 2.00% | 2.94 CHF | 2.97 CHF | 50'000 | 50'000 | 26'583 | 18'778 | 72'601 CHF | 53'060 CHF | 98.57% | 98.57% |