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 | 0.68% | 2.15 CHF | 2.16 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'904 CHF | 55'294 CHF | 99.25% | 99.25% |
15.05.2024 | 0.69% | 2.19 CHF | 2.21 CHF | 30'000 | 25'000 | 30'000 | 24'952 | 65'575 CHF | 54'917 CHF | 98.90% | 98.90% |
14.05.2024 | 0.70% | 2.22 CHF | 2.23 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'321 CHF | 55'658 CHF | 95.83% | 95.83% |
13.05.2024 | 0.64% | 2.22 CHF | 2.23 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'337 CHF | 55'638 CHF | 91.37% | 91.37% |
10.05.2024 | 0.73% | 2.20 CHF | 2.22 CHF | 30'000 | 25'000 | 28'184 | 23'703 | 63'154 CHF | 53'488 CHF | 100.00% | 100.00% |
08.05.2024 | 0.63% | 2.41 CHF | 2.43 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 73'540 CHF | 61'671 CHF | 100.00% | 100.00% |
07.05.2024 | 0.62% | 2.47 CHF | 2.48 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 72'822 CHF | 61'061 CHF | 97.06% | 97.06% |
06.05.2024 | 0.61% | 2.48 CHF | 2.50 CHF | 30'000 | 25'000 | 25'298 | 25'000 | 63'753 CHF | 63'399 CHF | 96.91% | 96.91% |
03.05.2024 | 0.57% | 2.56 CHF | 2.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'735 CHF | 64'101 CHF | 97.93% | 97.93% |
02.05.2024 | 0.57% | 2.56 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'149 CHF | 128'883 CHF | 98.45% | 98.45% |