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 | 1.68% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'035 CHF | 60'035 CHF | 99.54% | 99.54% |
13.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'346 CHF | 61'346 CHF | 99.57% | 99.57% |
10.05.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'546 CHF | 60'546 CHF | 98.19% | 98.19% |
08.05.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'006 CHF | 58'006 CHF | 98.51% | 98.51% |
07.05.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 89'316 | 50'000 | 52'647 CHF | 30'067 CHF | 95.44% | 95.44% |
06.05.2024 | 1.29% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 69'464 | 50'000 | 53'598 CHF | 39'210 CHF | 99.57% | 99.57% |
03.05.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'595 | 50'000 | 53'506 CHF | 44'680 CHF | 80.35% | 80.35% |
02.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 57'404 | 50'000 | 55'210 CHF | 48'702 CHF | 96.60% | 96.60% |
30.04.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 54'527 | 50'000 | 54'224 CHF | 50'321 CHF | 99.44% | 99.44% |
29.04.2024 | 1.14% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'062 CHF | 89'062 CHF | 97.04% | 97.04% |