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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.23% | 2.04 CHF | 2.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'010 CHF | 49'618 CHF | 95.40% | 95.40% |
13.05.2024 | 0.81% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'350 CHF | 86'046 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'345 CHF | 86'054 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'477 CHF | 84'188 CHF | 100.00% | 100.00% |
07.05.2024 | 0.87% | 1.68 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'211 CHF | 81'923 CHF | 98.79% | 98.79% |
06.05.2024 | 0.85% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'856 CHF | 78'524 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.59 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'919 CHF | 80'541 CHF | 98.24% | 98.24% |
02.05.2024 | 0.80% | 1.51 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'623 CHF | 75'220 CHF | 98.81% | 98.81% |
30.04.2024 | 0.92% | 1.44 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'178 CHF | 72'847 CHF | 100.00% | 100.00% |
29.04.2024 | 0.83% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'622 CHF | 75'245 CHF | 100.00% | 100.00% |