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 | 0.69% | 2.19 CHF | 2.20 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 64'184 CHF | 53'855 CHF | 99.25% | 99.25% |
15.05.2024 | 0.70% | 2.15 CHF | 2.16 CHF | 30'000 | 25'000 | 30'000 | 24'952 | 64'515 CHF | 54'035 CHF | 98.90% | 98.90% |
14.05.2024 | 0.72% | 2.12 CHF | 2.14 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'810 CHF | 53'561 CHF | 95.83% | 95.83% |
13.05.2024 | 0.80% | 2.12 CHF | 2.14 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'820 CHF | 53'612 CHF | 91.37% | 91.37% |
10.05.2024 | 0.75% | 2.14 CHF | 2.15 CHF | 30'000 | 25'000 | 28'184 | 23'703 | 59'245 CHF | 50'191 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 2.00 CHF | 2.02 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'916 CHF | 49'485 CHF | 100.00% | 100.00% |
07.05.2024 | 0.85% | 1.95 CHF | 1.96 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'647 CHF | 50'130 CHF | 97.06% | 97.06% |
06.05.2024 | 0.88% | 1.93 CHF | 1.95 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'857 CHF | 47'800 CHF | 96.91% | 96.91% |
03.05.2024 | 0.82% | 1.86 CHF | 1.88 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'118 CHF | 47'149 CHF | 97.93% | 97.93% |
02.05.2024 | 0.82% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'849 CHF | 93'617 CHF | 98.88% | 98.88% |