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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'134 CHF | 65'384 CHF | 100.00% | 100.00% |
17.05.2024 | 0.42% | 2.49 CHF | 2.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'050 CHF | 59'300 CHF | 100.00% | 100.00% |
16.05.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'351 CHF | 57'601 CHF | 99.85% | 99.85% |
15.05.2024 | 0.46% | 2.28 CHF | 2.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'537 CHF | 54'787 CHF | 99.39% | 99.39% |
14.05.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 25'000 | 25'000 | 29'240 | 29'240 | 59'155 CHF | 59'447 CHF | 99.76% | 99.76% |
13.05.2024 | 0.49% | 1.97 CHF | 1.98 CHF | 25'000 | 25'000 | 26'559 | 26'559 | 53'599 CHF | 53'865 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 25'000 | 25'000 | 25'636 | 25'636 | 56'665 CHF | 56'921 CHF | 100.00% | 100.00% |
08.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'444 CHF | 90'944 CHF | 96.84% | 96.84% |
07.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'257 CHF | 92'757 CHF | 99.83% | 99.83% |
06.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'737 CHF | 94'237 CHF | 99.75% | 99.75% |