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 | 1.74% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'480 CHF | 28'980 CHF | 100.00% | 100.00% |
14.05.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'031 CHF | 30'531 CHF | 100.00% | 100.00% |
13.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'567 CHF | 30'067 CHF | 100.00% | 100.00% |
10.05.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'168 CHF | 28'668 CHF | 100.00% | 100.00% |
08.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'644 CHF | 29'144 CHF | 100.00% | 100.00% |
07.05.2024 | 1.72% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'764 CHF | 29'264 CHF | 99.76% | 99.76% |
06.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'585 CHF | 32'085 CHF | 99.53% | 99.53% |
03.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'731 CHF | 33'231 CHF | 99.72% | 99.72% |
02.05.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'539 CHF | 33'039 CHF | 100.00% | 100.00% |
30.04.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'864 CHF | 33'364 CHF | 100.00% | 100.00% |