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 | 0.49% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 49'904 | 49'904 | 102'392 CHF | 102'892 CHF | 99.78% | 99.78% |
14.05.2024 | 0.58% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 49'992 | 49'992 | 86'668 CHF | 87'168 CHF | 99.99% | 99.99% |
13.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 49'981 | 50'000 | 81'458 CHF | 81'988 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'586 CHF | 78'086 CHF | 99.57% | 99.57% |
08.05.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 49'989 | 49'989 | 67'883 CHF | 68'383 CHF | 99.29% | 99.29% |
07.05.2024 | 0.78% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 49'967 | 49'967 | 64'597 CHF | 65'098 CHF | 100.00% | 100.00% |
06.05.2024 | 0.77% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'648 CHF | 65'148 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'385 CHF | 64'885 CHF | 99.93% | 99.93% |
02.05.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'550 CHF | 61'050 CHF | 99.98% | 99.98% |
30.04.2024 | 0.91% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 49'953 | 49'953 | 54'720 CHF | 55'220 CHF | 99.97% | 99.97% |