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 | 0.49% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'501 CHF | 102'001 CHF | 99.17% | 99.17% |
17.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'490 CHF | 99'990 CHF | 98.80% | 98.80% |
16.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'635 CHF | 96'135 CHF | 99.06% | 99.06% |
15.05.2024 | 0.46% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'351 CHF | 109'851 CHF | 99.17% | 99.17% |
14.05.2024 | 0.42% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'592 CHF | 118'092 CHF | 98.92% | 98.92% |
13.05.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'506 CHF | 115'006 CHF | 99.15% | 99.15% |
10.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'543 CHF | 114'043 CHF | 96.32% | 96.32% |
08.05.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'757 CHF | 114'257 CHF | 99.18% | 99.18% |
07.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'398 CHF | 113'898 CHF | 98.98% | 98.98% |
06.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'109 CHF | 117'609 CHF | 98.99% | 98.99% |