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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 75'000 | 75'000 | 74'944 | 74'944 | 169'018 CHF | 169'767 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.43 CHF | 2.44 CHF | 75'000 | 75'000 | 74'855 | 74'854 | 216'834 CHF | 217'584 CHF | 99.83% | 99.83% |
14.05.2024 | 0.30% | 3.24 CHF | 3.25 CHF | 75'000 | 75'000 | 74'985 | 74'985 | 247'554 CHF | 248'303 CHF | 99.86% | 99.86% |
13.05.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 261'963 CHF | 262'713 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 3.49 CHF | 3.50 CHF | 75'000 | 75'000 | 75'000 | 74'997 | 238'280 CHF | 239'020 CHF | 99.99% | 99.99% |
08.05.2024 | 0.23% | 4.23 CHF | 4.24 CHF | 75'000 | 75'000 | 74'983 | 74'983 | 327'132 CHF | 327'882 CHF | 99.29% | 99.29% |
07.05.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 75'000 | 75'000 | 74'948 | 74'949 | 322'684 CHF | 323'437 CHF | 100.00% | 100.00% |
06.05.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 330'649 CHF | 331'399 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 5.17 CHF | 5.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 378'413 CHF | 379'163 CHF | 98.64% | 98.64% |
02.05.2024 | 0.19% | 4.97 CHF | 4.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 388'316 CHF | 389'066 CHF | 99.99% | 99.99% |