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 | 0.48% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 104'560 CHF | 105'055 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 109'040 CHF | 109'536 CHF | 99.80% | 99.80% |
14.05.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 49'654 | 49'654 | 115'636 CHF | 116'133 CHF | 99.02% | 99.02% |
13.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 114'832 CHF | 115'328 CHF | 99.86% | 99.86% |
10.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 50'000 | 50'000 | 49'578 | 49'578 | 112'438 CHF | 112'934 CHF | 99.53% | 99.53% |
08.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 50'000 | 50'000 | 49'868 | 49'868 | 116'520 CHF | 117'019 CHF | 99.48% | 99.48% |
07.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 49'459 | 49'457 | 117'382 CHF | 117'871 CHF | 99.79% | 99.79% |
06.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 49'509 | 49'509 | 122'748 CHF | 123'243 CHF | 98.24% | 98.24% |
03.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 49'738 | 49'738 | 126'393 CHF | 126'891 CHF | 97.53% | 97.53% |
02.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 50'000 | 50'000 | 49'735 | 49'735 | 130'142 CHF | 130'639 CHF | 99.03% | 99.03% |