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 | 0.53% | 2.67 CHF | 2.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 269'622 CHF | 271'050 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 2.72 CHF | 2.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 271'765 CHF | 273'152 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 2.70 CHF | 2.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 266'993 CHF | 268'332 CHF | 100.00% | 100.00% |
07.05.2024 | 0.55% | 2.62 CHF | 2.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 258'318 CHF | 259'740 CHF | 97.06% | 97.06% |
06.05.2024 | 0.52% | 2.50 CHF | 2.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 247'991 CHF | 249'286 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 2.36 CHF | 2.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 239'774 CHF | 241'056 CHF | 97.70% | 97.70% |
02.05.2024 | 0.57% | 2.40 CHF | 2.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 242'671 CHF | 244'058 CHF | 99.31% | 99.31% |
30.04.2024 | 0.58% | 2.46 CHF | 2.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 246'704 CHF | 248'140 CHF | 100.00% | 100.00% |
29.04.2024 | 0.53% | 2.48 CHF | 2.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 245'770 CHF | 247'082 CHF | 100.00% | 100.00% |
26.04.2024 | 0.54% | 2.39 CHF | 2.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 238'551 CHF | 239'836 CHF | 99.21% | 99.21% |