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 | 1.26% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 99'432 | 99'230 | 80'242 CHF | 81'090 CHF | 98.15% | 98.15% |
14.05.2024 | 1.35% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'276 CHF | 76'297 CHF | 99.99% | 99.99% |
13.05.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'425 CHF | 77'453 CHF | 99.36% | 99.36% |
10.05.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'941 CHF | 70'941 CHF | 100.00% | 100.00% |
08.05.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'401 CHF | 68'401 CHF | 97.77% | 97.77% |
07.05.2024 | 2.41% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 54'801 | 54'801 | 41'617 CHF | 42'594 CHF | 92.02% | 92.02% |
06.05.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 103'798 | 100'000 | 51'608 CHF | 50'752 CHF | 98.68% | 98.68% |
03.05.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 51'634 CHF | 47'940 CHF | 97.99% | 97.99% |
02.05.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 113'738 | 100'000 | 52'053 CHF | 46'792 CHF | 85.86% | 85.86% |
30.04.2024 | 2.07% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 109'770 | 100'000 | 52'441 CHF | 48'780 CHF | 99.95% | 99.95% |