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 | 0.55% | 2.16 CHF | 2.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'233 CHF | 109'834 CHF | 99.25% | 99.25% |
15.05.2024 | 0.56% | 2.19 CHF | 2.21 CHF | 50'000 | 50'000 | 49'596 | 49'495 | 103'206 CHF | 103'573 CHF | 98.90% | 98.90% |
14.05.2024 | 0.58% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'100 CHF | 100'680 CHF | 100.00% | 100.00% |
13.05.2024 | 0.59% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'582 CHF | 101'180 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'682 CHF | 103'269 CHF | 100.00% | 100.00% |
08.05.2024 | 0.57% | 1.99 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'180 CHF | 100'751 CHF | 100.00% | 100.00% |
07.05.2024 | 0.57% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'284 CHF | 98'849 CHF | 97.06% | 97.06% |
06.05.2024 | 0.59% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'694 CHF | 97'268 CHF | 100.00% | 100.00% |
03.05.2024 | 0.58% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'848 CHF | 94'395 CHF | 97.93% | 97.93% |
02.05.2024 | 0.63% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'345 CHF | 94'943 CHF | 99.17% | 99.17% |