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% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'554 CHF | 106'054 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'748 CHF | 106'248 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'964 CHF | 105'464 CHF | 99.97% | 99.97% |
07.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'450 CHF | 100'950 CHF | 99.71% | 99.71% |
06.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'842 CHF | 82'342 CHF | 99.77% | 99.77% |
03.05.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'811 CHF | 75'311 CHF | 100.00% | 100.00% |
02.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'440 CHF | 68'940 CHF | 100.00% | 100.00% |
30.04.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'691 CHF | 72'191 CHF | 100.00% | 100.00% |
29.04.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'415 CHF | 72'915 CHF | 99.65% | 99.65% |
26.04.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'357 CHF | 69'857 CHF | 100.00% | 100.00% |