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 | 0.38% | 2.69 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'061 CHF | 131'561 CHF | 98.90% | 98.90% |
13.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'429 CHF | 132'929 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'524 CHF | 133'024 CHF | 100.00% | 100.00% |
08.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'789 CHF | 132'289 CHF | 99.98% | 99.98% |
07.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 50'000 | 50'000 | 49'997 | 50'000 | 127'278 CHF | 127'786 CHF | 99.74% | 99.74% |
06.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 49'997 | 108'652 CHF | 109'145 CHF | 99.77% | 99.77% |
03.05.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'629 CHF | 102'129 CHF | 100.00% | 100.00% |
02.05.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'268 CHF | 95'768 CHF | 100.00% | 100.00% |
30.04.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'465 CHF | 98'965 CHF | 100.00% | 100.00% |
29.04.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'233 CHF | 99'733 CHF | 99.65% | 99.65% |