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 | 0.87% | 2.35 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'483 CHF | 118'512 CHF | 99.25% | 99.25% |
15.05.2024 | 0.91% | 2.36 CHF | 2.38 CHF | 50'000 | 50'000 | 49'806 | 49'758 | 113'759 CHF | 114'681 CHF | 98.90% | 98.90% |
14.05.2024 | 0.88% | 2.26 CHF | 2.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'836 CHF | 113'836 CHF | 99.99% | 99.99% |
13.05.2024 | 0.86% | 2.33 CHF | 2.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'249 CHF | 117'249 CHF | 100.00% | 100.00% |
10.05.2024 | 0.87% | 2.26 CHF | 2.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'168 CHF | 115'168 CHF | 100.00% | 100.00% |
08.05.2024 | 0.88% | 2.28 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'210 CHF | 116'234 CHF | 98.85% | 98.85% |
07.05.2024 | 0.92% | 2.27 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'354 CHF | 109'354 CHF | 97.06% | 97.06% |
06.05.2024 | 0.94% | 2.13 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'319 CHF | 107'319 CHF | 99.37% | 99.37% |
03.05.2024 | 0.94% | 2.13 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'938 CHF | 106'938 CHF | 97.92% | 97.92% |
02.05.2024 | 0.89% | 2.06 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'503 CHF | 104'425 CHF | 99.39% | 99.39% |