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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.98% | 2.47 CHF | 2.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'156 CHF | 123'363 CHF | 100.00% | 100.00% |
16.05.2024 | 0.95% | 2.53 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'318 CHF | 129'536 CHF | 97.26% | 97.26% |
15.05.2024 | 0.95% | 2.65 CHF | 2.68 CHF | 50'000 | 50'000 | 49'488 | 49'488 | 127'279 CHF | 128'483 CHF | 98.94% | 98.94% |
14.05.2024 | 0.97% | 2.54 CHF | 2.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'876 CHF | 126'095 CHF | 99.22% | 99.22% |
13.05.2024 | 0.97% | 2.53 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'841 CHF | 125'049 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 2.42 CHF | 2.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'663 CHF | 122'863 CHF | 99.06% | 99.06% |
08.05.2024 | 1.04% | 2.30 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'171 CHF | 115'360 CHF | 98.89% | 98.89% |
07.05.2024 | 1.11% | 2.17 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'342 CHF | 106'522 CHF | 98.92% | 98.92% |
06.05.2024 | 1.12% | 2.09 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'083 CHF | 104'249 CHF | 99.51% | 99.51% |
03.05.2024 | 1.17% | 2.01 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'721 CHF | 100'894 CHF | 95.01% | 95.01% |