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 | 0.53% | 1.92 CHF | 1.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'392 CHF | 47'642 CHF | 99.77% | 99.77% |
15.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'880 CHF | 48'130 CHF | 100.00% | 100.00% |
14.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'132 CHF | 47'382 CHF | 99.99% | 99.99% |
13.05.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'339 CHF | 46'589 CHF | 99.99% | 99.99% |
10.05.2024 | 0.52% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'673 CHF | 47'923 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'545 CHF | 47'795 CHF | 99.99% | 99.99% |
07.05.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'828 CHF | 47'078 CHF | 99.75% | 99.75% |
06.05.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'367 CHF | 46'617 CHF | 99.52% | 99.52% |
03.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'165 CHF | 47'415 CHF | 99.71% | 99.71% |
02.05.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'256 CHF | 46'506 CHF | 100.00% | 100.00% |