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 | 0.45% | 2.64 CHF | 2.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'775 CHF | 130'354 CHF | 99.39% | 99.39% |
22.05.2024 | 0.49% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'168 CHF | 118'754 CHF | 97.30% | 97.30% |
21.05.2024 | 0.47% | 2.31 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'112 CHF | 118'671 CHF | 100.00% | 100.00% |
17.05.2024 | 0.51% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'183 CHF | 117'778 CHF | 100.00% | 100.00% |
16.05.2024 | 0.50% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'491 CHF | 120'088 CHF | 99.25% | 99.25% |
15.05.2024 | 0.51% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 49'596 | 49'495 | 113'351 CHF | 113'695 CHF | 98.90% | 98.90% |
14.05.2024 | 0.51% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'323 CHF | 110'884 CHF | 99.99% | 99.99% |
13.05.2024 | 0.55% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'812 CHF | 111'422 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 2.29 CHF | 2.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'911 CHF | 113'475 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'396 CHF | 110'981 CHF | 100.00% | 100.00% |