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 | 0.38% | 2.59 CHF | 2.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'727 CHF | 131'227 CHF | 99.77% | 99.77% |
15.05.2024 | 0.40% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'590 CHF | 126'090 CHF | 100.00% | 100.00% |
14.05.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'623 CHF | 122'123 CHF | 99.27% | 99.27% |
13.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'082 CHF | 122'582 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'206 CHF | 124'706 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'700 CHF | 122'200 CHF | 100.00% | 100.00% |
07.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'759 CHF | 120'259 CHF | 99.74% | 99.74% |
06.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'196 CHF | 118'696 CHF | 99.52% | 99.52% |
03.05.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'434 CHF | 115'934 CHF | 99.71% | 99.71% |
02.05.2024 | 0.43% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'816 CHF | 116'316 CHF | 100.00% | 100.00% |