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 | 0.52% | 1.93 CHF | 1.94 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 28'498 CHF | 28'648 CHF | 99.76% | 99.76% |
06.05.2024 | 0.57% | 1.87 CHF | 1.88 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'433 CHF | 26'583 CHF | 99.52% | 99.52% |
03.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 24'935 CHF | 25'085 CHF | 99.72% | 99.72% |
02.05.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 24'585 CHF | 24'735 CHF | 100.00% | 100.00% |
30.04.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 24'775 CHF | 24'925 CHF | 100.00% | 100.00% |
29.04.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'364 CHF | 25'514 CHF | 99.84% | 99.84% |
26.04.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'403 CHF | 25'553 CHF | 100.00% | 100.00% |
25.04.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'988 CHF | 27'138 CHF | 84.38% | 84.38% |
24.04.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 27'221 CHF | 27'371 CHF | 100.00% | 100.00% |
23.04.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'896 CHF | 27'046 CHF | 100.00% | 100.00% |