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 | 0.50% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 49'967 | 49'968 | 99'418 CHF | 99'921 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'425 CHF | 99'925 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 49'993 | 99'175 CHF | 99'662 CHF | 99.92% | 99.92% |
02.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 49'999 | 95'557 CHF | 96'055 CHF | 99.98% | 99.98% |
30.04.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 49'954 | 49'954 | 89'703 CHF | 90'203 CHF | 99.98% | 99.98% |
29.04.2024 | 0.58% | 1.85 CHF | 1.86 CHF | 50'000 | 50'000 | 49'993 | 49'993 | 86'056 CHF | 86'556 CHF | 100.00% | 100.00% |
26.04.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'800 CHF | 80'300 CHF | 99.53% | 99.53% |
25.04.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'388 CHF | 75'888 CHF | 99.93% | 99.93% |
24.04.2024 | 0.64% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 49'983 | 49'983 | 77'775 CHF | 78'275 CHF | 100.00% | 100.00% |
23.04.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'104 CHF | 77'604 CHF | 99.99% | 99.99% |