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 | 0.48% | 2.07 CHF | 2.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 157'342 CHF | 158'092 CHF | 99.38% | 99.38% |
10.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 157'467 CHF | 158'217 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 156'587 CHF | 157'337 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 61'311 | 61'311 | 123'540 CHF | 124'451 CHF | 98.93% | 98.93% |
06.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 171'429 CHF | 172'429 CHF | 99.38% | 99.38% |
03.05.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'013 CHF | 161'013 CHF | 98.43% | 98.43% |
02.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'820 CHF | 150'820 CHF | 99.05% | 99.05% |
30.04.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 155'007 CHF | 156'007 CHF | 100.00% | 100.00% |
29.04.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'195 CHF | 157'195 CHF | 100.00% | 100.00% |
26.04.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'230 CHF | 152'230 CHF | 99.60% | 99.60% |