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 | 0.59% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'334 CHF | 84'834 CHF | 91.52% | 91.52% |
13.05.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'418 CHF | 83'918 CHF | 100.00% | 100.00% |
10.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'939 CHF | 84'439 CHF | 100.00% | 100.00% |
08.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'517 CHF | 91'017 CHF | 100.00% | 100.00% |
07.05.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'516 CHF | 91'016 CHF | 100.00% | 100.00% |
06.05.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'563 CHF | 96'063 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'449 CHF | 103'949 CHF | 96.97% | 96.97% |
02.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'907 CHF | 111'407 CHF | 100.00% | 100.00% |
30.04.2024 | 0.49% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'932 CHF | 102'432 CHF | 100.00% | 100.00% |
29.04.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'499 CHF | 101'999 CHF | 100.00% | 100.00% |