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 | 0.47% | 2.10 CHF | 2.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'622 CHF | 160'372 CHF | 99.38% | 99.38% |
10.05.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'835 CHF | 160'585 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 158'837 CHF | 159'587 CHF | 100.00% | 100.00% |
07.05.2024 | 0.78% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 61'311 | 61'311 | 125'380 CHF | 126'290 CHF | 98.93% | 98.93% |
06.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 174'476 CHF | 175'476 CHF | 99.38% | 99.38% |
03.05.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'093 CHF | 164'093 CHF | 98.43% | 98.43% |
02.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 152'950 CHF | 153'950 CHF | 99.12% | 99.12% |
30.04.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 158'173 CHF | 159'173 CHF | 99.97% | 99.97% |
29.04.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'326 CHF | 160'326 CHF | 99.69% | 99.69% |
26.04.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 154'289 CHF | 155'289 CHF | 99.60% | 99.60% |