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 | 1.18% | 2.56 CHF | 2.59 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 100'787 CHF | 101'987 CHF | 99.81% | 99.81% |
13.05.2024 | 1.23% | 2.44 CHF | 2.47 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 96'616 CHF | 97'816 CHF | 100.00% | 100.00% |
10.05.2024 | 1.17% | 2.49 CHF | 2.52 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 102'110 CHF | 103'310 CHF | 99.99% | 99.99% |
08.05.2024 | 1.17% | 2.56 CHF | 2.59 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 101'796 CHF | 102'996 CHF | 99.77% | 99.77% |
07.05.2024 | 1.05% | 2.81 CHF | 2.84 CHF | 40'000 | 40'000 | 39'975 | 39'975 | 113'973 CHF | 115'173 CHF | 98.43% | 98.43% |
06.05.2024 | 1.07% | 2.87 CHF | 2.90 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 111'963 CHF | 113'163 CHF | 100.00% | 100.00% |
03.05.2024 | 1.22% | 2.52 CHF | 2.55 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'038 CHF | 99'238 CHF | 99.89% | 99.89% |
02.05.2024 | 1.18% | 2.45 CHF | 2.48 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 100'839 CHF | 102'039 CHF | 99.65% | 99.65% |
30.04.2024 | 1.10% | 2.61 CHF | 2.64 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 108'288 CHF | 109'488 CHF | 100.00% | 100.00% |
29.04.2024 | 1.11% | 2.64 CHF | 2.67 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 107'225 CHF | 108'425 CHF | 99.67% | 99.67% |