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 | 0.42% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'563 CHF | 119'063 CHF | 99.88% | 99.88% |
15.05.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'257 CHF | 118'757 CHF | 100.00% | 100.00% |
14.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'480 CHF | 115'980 CHF | 99.79% | 99.79% |
13.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'678 CHF | 120'178 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'975 CHF | 120'475 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'274 CHF | 115'774 CHF | 100.00% | 100.00% |
07.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'822 CHF | 109'322 CHF | 99.84% | 99.84% |
06.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'773 CHF | 104'273 CHF | 99.83% | 99.83% |
03.05.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'373 CHF | 97'873 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'788 CHF | 104'288 CHF | 100.00% | 100.00% |