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 | 0.38% | 2.91 CHF | 2.92 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 121'964 CHF | 122'433 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 3.02 CHF | 3.03 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 119'153 CHF | 119'611 CHF | 100.00% | 100.00% |
13.05.2024 | 0.37% | 3.02 CHF | 3.03 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 118'963 CHF | 119'403 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.99 CHF | 3.00 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 122'157 CHF | 122'636 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 3.23 CHF | 3.25 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 101'930 CHF | 102'353 CHF | 100.00% | 100.00% |
07.05.2024 | 0.38% | 3.68 CHF | 3.69 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 113'944 CHF | 114'384 CHF | 100.00% | 100.00% |
06.05.2024 | 0.41% | 3.82 CHF | 3.84 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 108'117 CHF | 108'555 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 3.74 CHF | 3.75 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 110'215 CHF | 110'649 CHF | 100.00% | 100.00% |
02.05.2024 | 0.37% | 3.76 CHF | 3.78 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 112'104 CHF | 112'522 CHF | 100.00% | 100.00% |
30.04.2024 | 0.41% | 3.62 CHF | 3.63 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 106'013 CHF | 106'448 CHF | 100.00% | 100.00% |