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 | 1.58% | 2.56 CHF | 2.60 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 52'363 CHF | 53'194 CHF | 99.31% | 99.31% |
10.05.2024 | 1.48% | 2.78 CHF | 2.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 56'906 CHF | 57'753 CHF | 80.90% | 80.90% |
08.05.2024 | 1.41% | 2.67 CHF | 2.71 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 55'389 CHF | 56'175 CHF | 95.66% | 95.66% |
07.05.2024 | 1.59% | 2.66 CHF | 2.70 CHF | 20'000 | 20'000 | 19'103 | 19'103 | 49'652 CHF | 50'429 CHF | 98.22% | 98.22% |
06.05.2024 | 1.50% | 2.54 CHF | 2.57 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 52'246 CHF | 53'037 CHF | 97.26% | 97.26% |
03.05.2024 | 1.37% | 2.63 CHF | 2.67 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 52'260 CHF | 52'982 CHF | 95.73% | 95.73% |
02.05.2024 | 1.40% | 2.45 CHF | 2.49 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 50'899 CHF | 51'617 CHF | 99.10% | 99.10% |
30.04.2024 | 1.64% | 2.41 CHF | 2.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 49'234 CHF | 50'045 CHF | 99.30% | 99.30% |
29.04.2024 | 1.55% | 2.68 CHF | 2.72 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 54'736 CHF | 55'593 CHF | 98.20% | 98.20% |
26.04.2024 | 1.40% | 2.84 CHF | 2.87 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 54'268 CHF | 55'032 CHF | 99.26% | 99.26% |