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 | 0.75% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'003 CHF | 67'508 CHF | 97.95% | 97.95% |
14.05.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 49'363 | 49'363 | 63'933 CHF | 64'433 CHF | 99.97% | 99.97% |
13.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'987 CHF | 65'487 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'347 CHF | 65'847 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'043 CHF | 63'543 CHF | 100.00% | 100.00% |
07.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'681 CHF | 64'181 CHF | 96.44% | 96.44% |
06.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'831 CHF | 61'331 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'084 CHF | 60'584 CHF | 94.34% | 94.34% |
02.05.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'219 CHF | 57'719 CHF | 99.13% | 99.13% |
30.04.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'689 CHF | 59'189 CHF | 100.00% | 100.00% |