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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.36% | 2.93 CHF | 2.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'649 CHF | 138'149 CHF | 99.39% | 99.39% |
23.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'258 CHF | 134'758 CHF | 99.05% | 99.05% |
22.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 50'553 | 50'562 | 132'455 CHF | 132'985 CHF | 97.96% | 97.96% |
21.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 259'536 CHF | 260'536 CHF | 99.39% | 99.39% |
17.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 284'035 CHF | 285'035 CHF | 99.06% | 99.06% |
16.05.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 290'893 CHF | 291'893 CHF | 99.26% | 99.26% |
15.05.2024 | 0.36% | 2.93 CHF | 2.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 277'545 CHF | 278'545 CHF | 99.39% | 99.39% |
14.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 263'343 CHF | 264'343 CHF | 99.17% | 99.17% |
13.05.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 255'043 CHF | 256'043 CHF | 99.39% | 99.39% |
10.05.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 257'294 CHF | 258'294 CHF | 99.38% | 99.38% |