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 | 0.41% | 2.53 CHF | 2.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'120 CHF | 61'370 CHF | 99.78% | 99.78% |
13.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'237 CHF | 60'487 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 2.69 CHF | 2.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'315 CHF | 72'565 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'563 CHF | 71'813 CHF | 100.00% | 100.00% |
07.05.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'842 CHF | 62'092 CHF | 99.86% | 99.86% |
06.05.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'263 CHF | 57'513 CHF | 99.83% | 99.83% |
03.05.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'814 CHF | 54'064 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'381 CHF | 51'631 CHF | 100.00% | 100.00% |
30.04.2024 | 0.43% | 2.20 CHF | 2.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'704 CHF | 57'954 CHF | 100.00% | 100.00% |
29.04.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'043 CHF | 56'293 CHF | 99.90% | 99.90% |