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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.46% | 2.60 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'235 CHF | 128'830 CHF | 99.39% | 99.39% |
22.05.2024 | 0.53% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'611 CHF | 117'229 CHF | 97.30% | 97.30% |
21.05.2024 | 0.49% | 2.28 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'577 CHF | 117'147 CHF | 99.99% | 99.99% |
17.05.2024 | 0.51% | 2.27 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'662 CHF | 116'250 CHF | 100.00% | 100.00% |
16.05.2024 | 0.51% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'936 CHF | 118'542 CHF | 99.25% | 99.25% |
15.05.2024 | 0.51% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 49'596 | 49'495 | 111'844 CHF | 112'182 CHF | 98.90% | 98.90% |
14.05.2024 | 0.51% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'797 CHF | 109'358 CHF | 99.99% | 99.99% |
13.05.2024 | 0.56% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'283 CHF | 109'897 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 2.26 CHF | 2.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'388 CHF | 111'954 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'872 CHF | 109'448 CHF | 100.00% | 100.00% |