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 | 0.46% | 2.16 CHF | 2.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'228 CHF | 54'478 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'516 CHF | 53'766 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 58'925 CHF | 59'225 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 59'849 CHF | 60'149 CHF | 100.00% | 100.00% |
06.05.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 56'455 CHF | 56'755 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 55'545 CHF | 55'845 CHF | 100.00% | 100.00% |
02.05.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 30'000 | 30'000 | 26'749 | 26'749 | 49'048 CHF | 49'316 CHF | 100.00% | 100.00% |
30.04.2024 | 0.53% | 1.82 CHF | 1.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'149 CHF | 47'399 CHF | 100.00% | 100.00% |
29.04.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'571 CHF | 45'821 CHF | 100.00% | 100.00% |
26.04.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 55'092 CHF | 55'392 CHF | 100.00% | 100.00% |