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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 49'901 | 49'753 | 71'122 CHF | 71'411 CHF | 98.93% | 98.93% |
14.05.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 49'363 | 49'363 | 68'292 CHF | 68'792 CHF | 99.97% | 99.97% |
13.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'346 CHF | 69'846 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'658 CHF | 70'158 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'314 CHF | 67'814 CHF | 100.00% | 100.00% |
07.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'026 CHF | 68'526 CHF | 96.44% | 96.44% |
06.05.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'134 CHF | 65'634 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'485 CHF | 64'985 CHF | 94.69% | 94.69% |
02.05.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'529 CHF | 62'029 CHF | 99.13% | 99.13% |
30.04.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'003 CHF | 63'503 CHF | 100.00% | 100.00% |