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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'109 CHF | 22'609 CHF | 100.00% | 100.00% |
10.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 49'984 | 50'000 | 22'360 CHF | 22'867 CHF | 100.00% | 100.00% |
08.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'470 CHF | 21'970 CHF | 100.00% | 100.00% |
07.05.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'714 CHF | 21'214 CHF | 28.24% | 28.24% |
06.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'104 CHF | 21'604 CHF | 99.52% | 99.52% |
03.05.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'665 CHF | 21'165 CHF | 99.71% | 99.71% |
02.05.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'829 CHF | 20'329 CHF | 100.00% | 100.00% |
30.04.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'171 CHF | 19'671 CHF | 100.00% | 100.00% |
29.04.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'140 CHF | 18'640 CHF | 99.84% | 99.84% |
26.04.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'077 CHF | 17'577 CHF | 100.00% | 100.00% |