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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.53% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 49'966 | 49'966 | 93'623 CHF | 94'123 CHF | 100.00% | 100.00% |
06.05.2024 | 0.53% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'636 CHF | 94'136 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'392 CHF | 93'892 CHF | 99.97% | 99.97% |
02.05.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'740 CHF | 90'240 CHF | 99.99% | 99.99% |
30.04.2024 | 0.59% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 49'953 | 49'953 | 83'904 CHF | 84'404 CHF | 100.00% | 100.00% |
29.04.2024 | 0.62% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 49'994 | 49'994 | 80'253 CHF | 80'753 CHF | 100.00% | 100.00% |
26.04.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'984 CHF | 74'484 CHF | 99.52% | 99.52% |
25.04.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'557 CHF | 70'057 CHF | 99.92% | 99.92% |
24.04.2024 | 0.69% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 49'985 | 49'985 | 71'979 CHF | 72'479 CHF | 100.00% | 100.00% |
23.04.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'315 CHF | 71'815 CHF | 100.00% | 100.00% |