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 | 0.70% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'530 CHF | 72'030 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'312 CHF | 70'812 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'241 CHF | 65'741 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'926 CHF | 59'426 CHF | 100.00% | 100.00% |
07.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'992 CHF | 54'492 CHF | 99.76% | 99.76% |
06.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'307 CHF | 55'807 CHF | 99.53% | 99.53% |
03.05.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'293 CHF | 55'793 CHF | 99.72% | 99.72% |
02.05.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'284 CHF | 54'784 CHF | 100.00% | 100.00% |
30.04.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'510 CHF | 57'010 CHF | 100.00% | 100.00% |
29.04.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'511 CHF | 56'011 CHF | 99.84% | 99.84% |