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 | 0.38% | 2.59 CHF | 2.60 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 52'459 CHF | 52'659 CHF | 99.77% | 99.77% |
15.05.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 51'441 CHF | 51'641 CHF | 100.00% | 100.00% |
14.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 51'620 CHF | 51'820 CHF | 100.00% | 100.00% |
13.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 50'794 CHF | 50'994 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 51'158 CHF | 51'358 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 49'191 CHF | 49'391 CHF | 100.00% | 100.00% |
07.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 48'649 CHF | 48'849 CHF | 99.76% | 99.76% |
06.05.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 48'478 CHF | 48'678 CHF | 99.53% | 99.53% |
03.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 48'250 CHF | 48'450 CHF | 99.72% | 99.72% |
02.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 47'063 CHF | 47'263 CHF | 100.00% | 100.00% |