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 | 1.30% | 2.35 CHF | 2.38 CHF | 50'000 | 50'000 | 49'910 | 49'910 | 114'578 CHF | 116'078 CHF | 100.00% | 100.00% |
14.05.2024 | 1.31% | 2.30 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'657 CHF | 115'157 CHF | 99.80% | 99.80% |
13.05.2024 | 1.36% | 2.21 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'889 CHF | 111'389 CHF | 100.00% | 100.00% |
10.05.2024 | 1.29% | 2.26 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'716 CHF | 117'216 CHF | 100.00% | 100.00% |
08.05.2024 | 1.28% | 2.34 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'815 CHF | 118'315 CHF | 99.77% | 99.77% |
07.05.2024 | 1.16% | 2.55 CHF | 2.58 CHF | 50'000 | 50'000 | 49'973 | 49'973 | 128'666 CHF | 130'166 CHF | 98.43% | 98.43% |
06.05.2024 | 1.18% | 2.59 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'693 CHF | 128'193 CHF | 100.00% | 100.00% |
03.05.2024 | 1.31% | 2.33 CHF | 2.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'004 CHF | 115'504 CHF | 99.87% | 99.87% |
02.05.2024 | 1.27% | 2.28 CHF | 2.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'225 CHF | 118'725 CHF | 99.67% | 99.67% |
30.04.2024 | 1.20% | 2.42 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'618 CHF | 126'118 CHF | 100.00% | 100.00% |