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 | 0.80% | 2.60 CHF | 2.62 CHF | 50'000 | 50'000 | 49'758 | 49'758 | 125'511 CHF | 126'516 CHF | 98.90% | 98.90% |
14.05.2024 | 0.83% | 2.50 CHF | 2.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'748 CHF | 125'781 CHF | 100.00% | 100.00% |
13.05.2024 | 0.78% | 2.56 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'170 CHF | 129'170 CHF | 100.00% | 100.00% |
10.05.2024 | 0.85% | 2.50 CHF | 2.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'068 CHF | 127'145 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 2.52 CHF | 2.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'142 CHF | 128'142 CHF | 98.85% | 98.85% |
07.05.2024 | 0.83% | 2.51 CHF | 2.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'256 CHF | 121'256 CHF | 97.06% | 97.06% |
06.05.2024 | 0.84% | 2.37 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'231 CHF | 119'231 CHF | 99.37% | 99.37% |
03.05.2024 | 0.85% | 2.36 CHF | 2.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'836 CHF | 118'836 CHF | 97.53% | 97.53% |
02.05.2024 | 0.86% | 2.30 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'394 CHF | 116'394 CHF | 99.40% | 99.40% |
30.04.2024 | 0.87% | 2.27 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'411 CHF | 115'411 CHF | 99.99% | 99.99% |