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 | 0.38% | 2.64 CHF | 2.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'761 CHF | 133'261 CHF | 99.26% | 99.26% |
15.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'422 CHF | 140'922 CHF | 99.39% | 99.39% |
14.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'364 CHF | 137'864 CHF | 99.16% | 99.16% |
13.05.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'047 CHF | 130'547 CHF | 99.39% | 99.39% |
10.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'096 CHF | 131'596 CHF | 99.38% | 99.38% |
08.05.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'118 CHF | 131'618 CHF | 99.39% | 99.39% |
07.05.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'432 CHF | 134'932 CHF | 99.23% | 99.23% |
06.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'187 CHF | 131'687 CHF | 99.21% | 99.21% |
03.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'638 CHF | 126'138 CHF | 99.38% | 99.38% |
02.05.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'638 CHF | 124'138 CHF | 99.38% | 99.38% |