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 | 0.58% | 1.76 CHF | 1.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'578 CHF | 34'778 CHF | 100.00% | 100.00% |
10.05.2024 | 0.58% | 1.83 CHF | 1.84 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'652 CHF | 34'852 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 20'000 | 20'000 | 19'996 | 20'000 | 31'981 CHF | 32'188 CHF | 100.00% | 100.00% |
07.05.2024 | 0.68% | 1.35 CHF | 1.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 29'127 CHF | 29'327 CHF | 99.83% | 99.83% |
06.05.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 29'519 CHF | 29'719 CHF | 99.77% | 99.77% |
03.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 29'639 CHF | 29'839 CHF | 99.38% | 99.38% |
02.05.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 29'876 CHF | 30'076 CHF | 100.00% | 100.00% |
30.04.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 29'368 CHF | 29'568 CHF | 100.00% | 100.00% |
29.04.2024 | 0.77% | 1.37 CHF | 1.38 CHF | 20'000 | 20'000 | 19'996 | 20'000 | 25'954 CHF | 26'160 CHF | 99.47% | 99.47% |
26.04.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 20'000 | 20'000 | 20'000 | 19'994 | 25'580 CHF | 25'772 CHF | 94.93% | 94.93% |