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 | 0.52% | 2.28 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'233 CHF | 115'834 CHF | 99.25% | 99.25% |
15.05.2024 | 0.53% | 2.31 CHF | 2.33 CHF | 50'000 | 50'000 | 49'596 | 49'495 | 109'157 CHF | 109'513 CHF | 98.90% | 98.90% |
14.05.2024 | 0.55% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'100 CHF | 106'680 CHF | 100.00% | 100.00% |
13.05.2024 | 0.56% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'582 CHF | 107'180 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'682 CHF | 109'248 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 2.11 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'180 CHF | 106'729 CHF | 100.00% | 100.00% |
07.05.2024 | 0.54% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'284 CHF | 104'849 CHF | 97.06% | 97.06% |
06.05.2024 | 0.53% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'694 CHF | 103'242 CHF | 100.00% | 100.00% |
03.05.2024 | 0.55% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'848 CHF | 100'394 CHF | 97.93% | 97.93% |
02.05.2024 | 0.56% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'343 CHF | 100'906 CHF | 99.28% | 99.28% |