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 | 0.64% | 1.51 CHF | 1.52 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 46'941 CHF | 47'241 CHF | 100.00% | 100.00% |
10.05.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 51'200 CHF | 51'500 CHF | 100.00% | 100.00% |
08.05.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'784 CHF | 44'034 CHF | 100.00% | 100.00% |
07.05.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'113 CHF | 48'363 CHF | 100.00% | 100.00% |
06.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'523 CHF | 47'773 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'711 CHF | 46'961 CHF | 100.00% | 100.00% |
02.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 30'000 | 30'000 | 26'748 | 26'748 | 49'809 CHF | 50'076 CHF | 99.94% | 99.94% |
30.04.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'504 CHF | 45'754 CHF | 100.00% | 100.00% |
29.04.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 37'097 CHF | 37'297 CHF | 100.00% | 100.00% |
26.04.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'065 CHF | 49'315 CHF | 100.00% | 100.00% |