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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.55% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'662 CHF | 92'162 CHF | 98.61% | 98.61% |
07.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'456 CHF | 111'956 CHF | 94.70% | 94.70% |
06.05.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'334 CHF | 115'834 CHF | 99.36% | 99.36% |
03.05.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'384 CHF | 106'884 CHF | 99.27% | 99.27% |
02.05.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'330 CHF | 106'830 CHF | 99.36% | 99.36% |
30.04.2024 | 0.43% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'134 CHF | 115'634 CHF | 99.38% | 99.38% |
29.04.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'247 CHF | 118'747 CHF | 99.36% | 99.36% |
26.04.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'765 CHF | 113'265 CHF | 99.35% | 99.35% |
25.04.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'792 CHF | 114'292 CHF | 99.36% | 99.36% |
24.04.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'108 CHF | 122'608 CHF | 99.37% | 99.37% |