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 | 0.49% | 2.06 CHF | 2.07 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 264'052 CHF | 265'352 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 261'331 CHF | 262'631 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 251'451 CHF | 252'751 CHF | 99.25% | 99.25% |
07.05.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 130'000 | 130'000 | 129'921 | 129'921 | 239'869 CHF | 241'169 CHF | 97.36% | 97.36% |
06.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 236'796 CHF | 238'096 CHF | 98.54% | 98.54% |
03.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 232'580 CHF | 233'880 CHF | 99.98% | 99.98% |
02.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 232'726 CHF | 234'026 CHF | 100.00% | 100.00% |
30.04.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 130'000 | 130'000 | 129'906 | 129'906 | 236'858 CHF | 238'158 CHF | 100.00% | 100.00% |
29.04.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 236'532 CHF | 237'832 CHF | 99.98% | 99.98% |
26.04.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 231'644 CHF | 232'944 CHF | 98.65% | 98.65% |