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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.68% | 2.83 CHF | 2.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'338 CHF | 141'293 CHF | 100.00% | 100.00% |
16.05.2024 | 0.83% | 2.88 CHF | 2.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 145'658 CHF | 146'877 CHF | 97.26% | 97.26% |
15.05.2024 | 0.83% | 2.99 CHF | 3.02 CHF | 50'000 | 50'000 | 49'488 | 49'488 | 144'549 CHF | 145'751 CHF | 98.94% | 98.94% |
14.05.2024 | 0.83% | 2.89 CHF | 2.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'850 CHF | 144'041 CHF | 99.25% | 99.25% |
13.05.2024 | 0.81% | 2.88 CHF | 2.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'965 CHF | 143'119 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 2.79 CHF | 2.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'855 CHF | 140'771 CHF | 99.02% | 99.02% |
08.05.2024 | 0.52% | 2.68 CHF | 2.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'285 CHF | 133'974 CHF | 100.00% | 100.00% |
07.05.2024 | 0.54% | 2.57 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'886 CHF | 126'566 CHF | 98.92% | 98.92% |
06.05.2024 | 0.55% | 2.50 CHF | 2.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'023 CHF | 124'704 CHF | 99.51% | 99.51% |
03.05.2024 | 0.56% | 2.44 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'361 CHF | 122'040 CHF | 98.52% | 98.52% |