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 | 0.58% | 2.54 CHF | 2.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 190'137 CHF | 191'251 CHF | 99.51% | 99.51% |
13.05.2024 | 0.55% | 2.71 CHF | 2.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 204'928 CHF | 206'050 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 2.79 CHF | 2.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 275'931 CHF | 277'449 CHF | 100.00% | 100.00% |
08.05.2024 | 0.59% | 2.59 CHF | 2.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 255'073 CHF | 256'587 CHF | 100.00% | 100.00% |
07.05.2024 | 0.67% | 2.49 CHF | 2.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 240'572 CHF | 242'194 CHF | 97.06% | 97.06% |
06.05.2024 | 0.65% | 2.36 CHF | 2.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 230'799 CHF | 232'307 CHF | 100.00% | 100.00% |
03.05.2024 | 0.65% | 2.18 CHF | 2.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 222'303 CHF | 223'742 CHF | 97.83% | 97.83% |
02.05.2024 | 0.67% | 2.16 CHF | 2.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 219'228 CHF | 220'704 CHF | 99.17% | 99.17% |
30.04.2024 | 0.67% | 2.20 CHF | 2.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 223'038 CHF | 224'544 CHF | 99.71% | 99.71% |
29.04.2024 | 0.66% | 2.28 CHF | 2.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 225'205 CHF | 226'706 CHF | 100.00% | 100.00% |