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 | 0.48% | 2.07 CHF | 2.08 CHF | 90'000 | 90'000 | 89'933 | 89'933 | 187'438 CHF | 188'338 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 90'000 | 90'000 | 89'792 | 89'792 | 188'364 CHF | 189'264 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 90'000 | 90'000 | 90'055 | 90'055 | 181'484 CHF | 182'385 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 182'252 CHF | 183'152 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 182'199 CHF | 183'149 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 178'908 CHF | 179'858 CHF | 99.08% | 99.08% |
07.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 95'000 | 95'000 | 91'917 | 91'917 | 185'320 CHF | 186'240 CHF | 99.93% | 99.93% |
06.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 155'149 CHF | 156'149 CHF | 100.00% | 100.00% |
03.05.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 100'048 | 100'048 | 149'004 CHF | 150'005 CHF | 99.93% | 99.93% |
02.05.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 105'000 | 105'000 | 104'356 | 104'356 | 152'541 CHF | 153'585 CHF | 100.00% | 100.00% |