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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.65% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 49'613 | 49'516 | 88'203 CHF | 88'603 CHF | 98.83% | 98.83% |
14.05.2024 | 0.64% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 49'361 | 49'361 | 83'286 CHF | 83'816 CHF | 99.99% | 99.99% |
13.05.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'931 CHF | 83'458 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'097 CHF | 81'670 CHF | 100.00% | 100.00% |
08.05.2024 | 0.66% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'220 CHF | 84'781 CHF | 100.00% | 100.00% |
07.05.2024 | 0.74% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'666 CHF | 81'265 CHF | 98.04% | 98.04% |
06.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'258 CHF | 81'778 CHF | 100.00% | 100.00% |
03.05.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'967 CHF | 81'479 CHF | 98.63% | 98.63% |
02.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'155 CHF | 80'670 CHF | 99.13% | 99.13% |
30.04.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'004 CHF | 81'518 CHF | 99.83% | 99.83% |