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 | 0.66% | 3.13 CHF | 3.15 CHF | 50'000 | 50'000 | 49'758 | 49'758 | 151'759 CHF | 152'764 CHF | 98.90% | 98.90% |
14.05.2024 | 0.66% | 3.03 CHF | 3.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 151'069 CHF | 152'069 CHF | 99.99% | 99.99% |
13.05.2024 | 0.65% | 3.09 CHF | 3.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'453 CHF | 155'453 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 3.03 CHF | 3.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 152'371 CHF | 153'459 CHF | 100.00% | 100.00% |
08.05.2024 | 0.65% | 3.04 CHF | 3.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 153'453 CHF | 154'453 CHF | 98.83% | 98.83% |
07.05.2024 | 0.68% | 3.04 CHF | 3.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'539 CHF | 147'539 CHF | 97.06% | 97.06% |
06.05.2024 | 0.69% | 2.89 CHF | 2.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 144'551 CHF | 145'551 CHF | 99.38% | 99.38% |
03.05.2024 | 0.69% | 2.89 CHF | 2.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 144'131 CHF | 145'131 CHF | 97.48% | 97.48% |
02.05.2024 | 0.70% | 2.83 CHF | 2.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'617 CHF | 142'617 CHF | 99.40% | 99.40% |
30.04.2024 | 0.69% | 2.79 CHF | 2.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'707 CHF | 141'686 CHF | 99.99% | 99.99% |