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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.81% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'324 CHF | 97'104 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 2.05 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'477 CHF | 107'273 CHF | 98.92% | 98.92% |
06.05.2024 | 0.77% | 2.15 CHF | 2.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'408 CHF | 110'256 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 2.25 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'704 CHF | 114'521 CHF | 98.43% | 98.43% |
02.05.2024 | 0.76% | 2.24 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'517 CHF | 114'381 CHF | 98.79% | 98.79% |
30.04.2024 | 0.76% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'734 CHF | 110'567 CHF | 99.89% | 99.89% |
29.04.2024 | 0.78% | 2.18 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'245 CHF | 111'112 CHF | 99.90% | 99.90% |
26.04.2024 | 0.76% | 2.25 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'194 CHF | 116'074 CHF | 99.30% | 99.30% |
25.04.2024 | 0.72% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'011 CHF | 119'876 CHF | 99.11% | 99.11% |
24.04.2024 | 0.78% | 2.36 CHF | 2.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'902 CHF | 115'799 CHF | 100.00% | 100.00% |