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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.70% | 3.20 CHF | 3.22 CHF | 50'000 | 50'000 | 49'758 | 49'758 | 155'062 CHF | 156'145 CHF | 98.90% | 98.90% |
14.05.2024 | 0.65% | 3.10 CHF | 3.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'465 CHF | 155'465 CHF | 99.66% | 99.66% |
13.05.2024 | 0.63% | 3.16 CHF | 3.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'859 CHF | 158'859 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 3.09 CHF | 3.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 155'775 CHF | 156'857 CHF | 100.00% | 100.00% |
08.05.2024 | 0.66% | 3.11 CHF | 3.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 156'818 CHF | 157'852 CHF | 98.85% | 98.85% |
07.05.2024 | 0.66% | 3.10 CHF | 3.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'948 CHF | 150'948 CHF | 97.06% | 97.06% |
06.05.2024 | 0.67% | 2.96 CHF | 2.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'931 CHF | 148'931 CHF | 99.38% | 99.38% |
03.05.2024 | 0.66% | 2.96 CHF | 2.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'528 CHF | 148'507 CHF | 97.82% | 97.82% |
02.05.2024 | 0.69% | 2.89 CHF | 2.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 145'024 CHF | 146'024 CHF | 99.39% | 99.39% |
30.04.2024 | 0.69% | 2.86 CHF | 2.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 144'078 CHF | 145'078 CHF | 100.00% | 100.00% |