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 | 0.42% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'678 CHF | 120'178 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'975 CHF | 120'475 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'274 CHF | 115'774 CHF | 100.00% | 100.00% |
07.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'822 CHF | 109'322 CHF | 99.84% | 99.84% |
06.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'773 CHF | 104'273 CHF | 99.83% | 99.83% |
03.05.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'373 CHF | 97'873 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'788 CHF | 104'288 CHF | 100.00% | 100.00% |
30.04.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'925 CHF | 109'425 CHF | 100.00% | 100.00% |
29.04.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'736 CHF | 109'236 CHF | 99.91% | 99.91% |
26.04.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'038 CHF | 106'538 CHF | 97.86% | 97.86% |