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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.11% | 2.26 CHF | 2.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'510 CHF | 55'118 CHF | 95.40% | 95.40% |
13.05.2024 | 0.65% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'350 CHF | 96'976 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'345 CHF | 97'009 CHF | 100.00% | 100.00% |
08.05.2024 | 0.66% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'477 CHF | 95'106 CHF | 100.00% | 100.00% |
07.05.2024 | 0.68% | 1.90 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'211 CHF | 92'841 CHF | 98.79% | 98.79% |
06.05.2024 | 0.77% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'834 CHF | 89'524 CHF | 100.00% | 100.00% |
03.05.2024 | 0.68% | 1.81 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'920 CHF | 91'542 CHF | 98.04% | 98.04% |
02.05.2024 | 0.76% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'545 CHF | 86'200 CHF | 99.08% | 99.08% |
30.04.2024 | 0.80% | 1.66 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'178 CHF | 83'847 CHF | 100.00% | 100.00% |
29.04.2024 | 0.79% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'539 CHF | 86'220 CHF | 100.00% | 100.00% |