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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.52% | 2.01 CHF | 2.02 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 19'669 CHF | 19'771 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'396 CHF | 26'546 CHF | 100.00% | 100.00% |
08.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 22'886 CHF | 23'036 CHF | 100.00% | 100.00% |
07.05.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 20'317 CHF | 20'467 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 21'008 CHF | 21'158 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 20'996 CHF | 21'146 CHF | 100.00% | 100.00% |
02.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 15'000 | 15'000 | 11'748 | 11'748 | 16'035 CHF | 16'152 CHF | 100.00% | 100.00% |
30.04.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 14'469 CHF | 14'569 CHF | 100.00% | 100.00% |
29.04.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 14'122 CHF | 14'222 CHF | 100.00% | 100.00% |
26.04.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 20'289 CHF | 20'439 CHF | 100.00% | 100.00% |