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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'129 CHF | 70'379 CHF | 97.91% | 97.91% |
13.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'332 CHF | 46'582 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'625 CHF | 43'875 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'853 CHF | 43'103 CHF | 100.00% | 100.00% |
07.05.2024 | 0.62% | 1.72 CHF | 1.73 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 48'368 CHF | 48'668 CHF | 100.00% | 100.00% |
06.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 48'170 CHF | 48'470 CHF | 100.00% | 100.00% |
03.05.2024 | 0.66% | 1.57 CHF | 1.58 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 45'463 CHF | 45'763 CHF | 100.00% | 100.00% |
02.05.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 30'000 | 30'000 | 33'251 | 33'251 | 49'561 CHF | 49'893 CHF | 100.00% | 100.00% |
30.04.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 44'445 CHF | 44'745 CHF | 100.00% | 100.00% |
29.04.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 47'895 CHF | 48'195 CHF | 100.00% | 100.00% |