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 | 0.44% | 2.29 CHF | 2.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'071 CHF | 57'321 CHF | 99.76% | 99.76% |
15.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'308 CHF | 55'558 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'084 CHF | 54'334 CHF | 100.00% | 100.00% |
13.05.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'628 CHF | 53'878 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'105 CHF | 53'355 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'706 CHF | 51'956 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'378 CHF | 50'628 CHF | 99.76% | 99.76% |
06.05.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'974 CHF | 50'224 CHF | 99.52% | 99.52% |
03.05.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'420 CHF | 48'670 CHF | 99.71% | 99.71% |
02.05.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'553 CHF | 47'803 CHF | 100.00% | 100.00% |