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 | 0.41% | 2.38 CHF | 2.39 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 48'707 CHF | 48'907 CHF | 100.00% | 100.00% |
16.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 48'636 CHF | 48'836 CHF | 99.82% | 99.82% |
15.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 47'073 CHF | 47'273 CHF | 100.00% | 100.00% |
14.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 47'701 CHF | 47'901 CHF | 99.80% | 99.80% |
13.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 48'206 CHF | 48'406 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 2.52 CHF | 2.53 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 48'352 CHF | 48'552 CHF | 91.27% | 91.27% |
08.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 45'632 CHF | 45'832 CHF | 100.00% | 100.00% |
07.05.2024 | 0.47% | 2.03 CHF | 2.04 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 42'750 CHF | 42'950 CHF | 99.83% | 99.83% |
06.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'158 CHF | 43'358 CHF | 99.77% | 99.77% |
03.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'279 CHF | 43'479 CHF | 100.00% | 100.00% |