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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'622 CHF | 65'122 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 49'991 | 49'996 | 60'813 CHF | 61'319 CHF | 99.61% | 99.61% |
08.05.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 49'988 | 49'988 | 51'121 CHF | 51'621 CHF | 99.29% | 99.29% |
07.05.2024 | 1.04% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 49'963 | 49'967 | 48'102 CHF | 48'605 CHF | 100.00% | 100.00% |
06.05.2024 | 1.03% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'210 CHF | 48'710 CHF | 100.00% | 100.00% |
03.05.2024 | 1.04% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'945 CHF | 48'445 CHF | 99.92% | 99.92% |
02.05.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'996 CHF | 44'496 CHF | 100.00% | 100.00% |
30.04.2024 | 1.30% | 0.71 CHF | 0.72 CHF | 50'000 | 50'000 | 49'973 | 49'973 | 38'203 CHF | 38'703 CHF | 99.98% | 99.98% |
29.04.2024 | 1.46% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 49'993 | 49'993 | 34'474 CHF | 34'974 CHF | 99.33% | 99.33% |
26.04.2024 | 1.76% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'156 CHF | 28'656 CHF | 99.00% | 99.00% |