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 | 1.92% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 102'390 | 100'000 | 52'787 CHF | 52'616 CHF | 99.99% | 99.99% |
13.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'260 CHF | 53'260 CHF | 100.00% | 100.00% |
10.05.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 101'162 | 100'000 | 51'858 CHF | 52'288 CHF | 100.00% | 100.00% |
08.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'688 CHF | 55'688 CHF | 98.75% | 98.75% |
07.05.2024 | 1.66% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'913 CHF | 60'913 CHF | 98.84% | 98.84% |
06.05.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'746 CHF | 61'746 CHF | 99.54% | 99.54% |
03.05.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'574 CHF | 67'574 CHF | 97.39% | 97.39% |
02.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'900 CHF | 71'900 CHF | 92.50% | 92.50% |
30.04.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'559 CHF | 68'559 CHF | 100.00% | 100.00% |
29.04.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'584 CHF | 68'584 CHF | 99.38% | 99.38% |