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 | 0.53% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 94'063 CHF | 94'559 CHF | 99.79% | 99.79% |
14.05.2024 | 0.46% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 49'646 | 49'646 | 108'277 CHF | 108'773 CHF | 99.67% | 99.67% |
13.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 108'012 CHF | 108'508 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 49'530 | 49'435 | 110'103 CHF | 110'388 CHF | 99.59% | 99.59% |
08.05.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 49'530 | 49'529 | 120'448 CHF | 120'942 CHF | 100.00% | 100.00% |
07.05.2024 | 0.42% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 49'441 | 49'441 | 119'272 CHF | 119'767 CHF | 99.78% | 99.78% |
06.05.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 49'374 | 49'374 | 130'900 CHF | 131'395 CHF | 99.87% | 99.87% |
03.05.2024 | 0.33% | 2.91 CHF | 2.92 CHF | 50'000 | 50'000 | 49'804 | 49'804 | 153'290 CHF | 153'788 CHF | 96.39% | 96.39% |
02.05.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 50'000 | 50'000 | 49'460 | 49'460 | 175'995 CHF | 176'490 CHF | 99.03% | 99.03% |
30.04.2024 | 0.33% | 3.24 CHF | 3.25 CHF | 50'000 | 50'000 | 49'584 | 49'584 | 149'995 CHF | 150'491 CHF | 99.55% | 99.55% |