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 | 0.48% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 34'345 | 30'432 | 78'166 CHF | 69'280 CHF | 99.60% | 99.60% |
14.05.2024 | 0.49% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 34'380 | 30'475 | 77'172 CHF | 68'610 CHF | 98.87% | 98.87% |
13.05.2024 | 0.45% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 34'345 | 30'431 | 83'133 CHF | 73'867 CHF | 99.66% | 99.66% |
10.05.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 30'331 | 30'331 | 78'948 CHF | 79'278 CHF | 98.53% | 98.53% |
08.05.2024 | 0.44% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 31'990 | 30'431 | 79'183 CHF | 75'737 CHF | 99.66% | 99.66% |
07.05.2024 | 0.44% | 2.59 CHF | 2.60 CHF | 50'000 | 50'000 | 32'440 | 30'430 | 81'493 CHF | 76'850 CHF | 99.66% | 99.66% |
06.05.2024 | 0.48% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 34'345 | 30'431 | 79'396 CHF | 70'669 CHF | 99.66% | 99.66% |
03.05.2024 | 1.73% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 6'751 | 6'708 | 15'692 CHF | 15'751 CHF | 99.20% | 99.20% |
02.05.2024 | 0.58% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 34'331 | 30'414 | 66'013 CHF | 58'867 CHF | 99.58% | 99.58% |
30.04.2024 | - | 1.76 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.60% |