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 | 0.34% | 2.87 CHF | 2.88 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 175'006 CHF | 175'606 CHF | 99.83% | 99.83% |
15.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 169'669 CHF | 170'269 CHF | 100.00% | 100.00% |
14.05.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 162'125 CHF | 162'725 CHF | 98.95% | 98.95% |
13.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 162'750 CHF | 163'350 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 166'087 CHF | 166'687 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 162'163 CHF | 162'763 CHF | 100.00% | 100.00% |
07.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 160'000 CHF | 160'600 CHF | 99.82% | 99.82% |
06.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 153'661 CHF | 154'261 CHF | 99.76% | 99.76% |
03.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 150'299 CHF | 150'899 CHF | 99.63% | 99.63% |
02.05.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 145'743 CHF | 146'343 CHF | 100.00% | 100.00% |