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 | 0.54% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'834 CHF | 111'436 CHF | 99.25% | 99.25% |
15.05.2024 | 0.54% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 49'596 | 49'495 | 104'812 CHF | 105'163 CHF | 98.90% | 98.90% |
14.05.2024 | 0.56% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'706 CHF | 102'273 CHF | 99.99% | 99.99% |
13.05.2024 | 0.59% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'180 CHF | 102'783 CHF | 100.00% | 100.00% |
10.05.2024 | 0.54% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'299 CHF | 104'869 CHF | 100.00% | 100.00% |
08.05.2024 | 0.56% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'776 CHF | 102'348 CHF | 100.00% | 100.00% |
07.05.2024 | 0.54% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'915 CHF | 100'459 CHF | 97.06% | 97.06% |
06.05.2024 | 0.58% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'284 CHF | 98'860 CHF | 100.00% | 100.00% |
03.05.2024 | 0.59% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'442 CHF | 96'004 CHF | 97.87% | 97.87% |
02.05.2024 | 0.61% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'963 CHF | 96'548 CHF | 99.40% | 99.40% |