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 | 0.45% | 2.21 CHF | 2.22 CHF | 90'000 | 90'000 | 89'932 | 89'932 | 199'505 CHF | 200'405 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 90'000 | 90'000 | 89'796 | 89'796 | 200'395 CHF | 201'295 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 90'000 | 90'000 | 90'056 | 90'056 | 193'568 CHF | 194'469 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 194'171 CHF | 195'071 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 194'957 CHF | 195'907 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 191'432 CHF | 192'382 CHF | 99.09% | 99.09% |
07.05.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 95'000 | 95'000 | 91'912 | 91'912 | 197'588 CHF | 198'508 CHF | 99.94% | 99.94% |
06.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 168'597 CHF | 169'597 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 100'049 | 100'049 | 162'384 CHF | 163'385 CHF | 99.94% | 99.94% |
02.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 105'000 | 105'000 | 104'356 | 104'356 | 166'338 CHF | 167'382 CHF | 100.00% | 100.00% |