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 | 0.35% | 2.89 CHF | 2.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'480 CHF | 143'980 CHF | 99.84% | 99.84% |
15.05.2024 | 0.36% | 2.89 CHF | 2.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'360 CHF | 139'860 CHF | 100.00% | 100.00% |
14.05.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 50'000 | 50'000 | 49'997 | 50'000 | 128'271 CHF | 128'779 CHF | 98.97% | 98.97% |
13.05.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'263 CHF | 115'763 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'309 CHF | 115'809 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 49'997 | 113'395 CHF | 113'888 CHF | 100.00% | 100.00% |
07.05.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'130 CHF | 111'630 CHF | 99.82% | 99.82% |
06.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'836 CHF | 108'336 CHF | 99.78% | 99.78% |
03.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'862 CHF | 110'362 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'557 CHF | 105'057 CHF | 100.00% | 100.00% |