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 | 0.57% | 3.48 CHF | 3.49 CHF | 50'000 | 50'000 | 18'721 | 18'721 | 60'432 CHF | 60'698 CHF | 99.13% | 99.13% |
14.05.2024 | 0.61% | 2.99 CHF | 3.00 CHF | 50'000 | 50'000 | 18'686 | 18'686 | 54'494 CHF | 54'760 CHF | 99.57% | 99.57% |
13.05.2024 | 0.60% | 2.93 CHF | 2.94 CHF | 50'000 | 50'000 | 18'726 | 18'726 | 54'349 CHF | 54'614 CHF | 99.08% | 99.08% |
10.05.2024 | 0.62% | 2.89 CHF | 2.90 CHF | 50'000 | 50'000 | 18'526 | 18'526 | 53'932 CHF | 54'196 CHF | 98.49% | 98.49% |
08.05.2024 | 0.60% | 2.96 CHF | 2.97 CHF | 50'000 | 50'000 | 18'690 | 18'690 | 55'665 CHF | 55'930 CHF | 99.51% | 99.51% |
07.05.2024 | 0.58% | 2.98 CHF | 2.99 CHF | 50'000 | 50'000 | 18'816 | 18'816 | 56'412 CHF | 56'678 CHF | 98.28% | 98.28% |
06.05.2024 | 0.62% | 3.12 CHF | 3.13 CHF | 50'000 | 50'000 | 18'772 | 18'772 | 55'976 CHF | 56'242 CHF | 98.27% | 98.27% |
03.05.2024 | 0.70% | 2.66 CHF | 2.67 CHF | 100'000 | 100'000 | 37'358 | 37'358 | 98'312 CHF | 98'842 CHF | 99.54% | 99.54% |
02.05.2024 | 0.76% | 2.40 CHF | 2.41 CHF | 100'000 | 100'000 | 37'625 | 37'625 | 87'573 CHF | 88'105 CHF | 98.14% | 98.14% |
30.04.2024 | 0.65% | 2.69 CHF | 2.70 CHF | 50'000 | 50'000 | 18'842 | 18'842 | 51'910 CHF | 52'176 CHF | 97.78% | 97.78% |