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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.24% | 1.90 CHF | 1.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'688 CHF | 46'258 CHF | 95.53% | 95.53% |
13.05.2024 | 0.87% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'662 CHF | 79'350 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 1.59 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'702 CHF | 79'343 CHF | 99.94% | 99.94% |
08.05.2024 | 0.86% | 1.54 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'811 CHF | 77'477 CHF | 100.00% | 100.00% |
07.05.2024 | 0.87% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'557 CHF | 75'211 CHF | 98.79% | 98.79% |
06.05.2024 | 1.00% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'143 CHF | 71'856 CHF | 100.00% | 100.00% |
03.05.2024 | 0.96% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'210 CHF | 73'917 CHF | 98.49% | 98.49% |
02.05.2024 | 0.92% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'914 CHF | 68'544 CHF | 99.08% | 99.08% |
30.04.2024 | 0.96% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'547 CHF | 66'178 CHF | 100.00% | 100.00% |
29.04.2024 | 0.90% | 1.36 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'922 CHF | 68'539 CHF | 100.00% | 100.00% |