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 | 0.52% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 49'960 | 49'960 | 96'644 CHF | 97'144 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 49'899 | 49'899 | 104'270 CHF | 104'770 CHF | 99.77% | 99.77% |
14.05.2024 | 0.41% | 2.27 CHF | 2.28 CHF | 50'000 | 50'000 | 49'994 | 49'994 | 121'029 CHF | 121'529 CHF | 100.00% | 100.00% |
13.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'877 CHF | 126'377 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'020 CHF | 130'520 CHF | 99.61% | 99.61% |
08.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 50'000 | 50'000 | 49'989 | 49'989 | 140'234 CHF | 140'734 CHF | 99.29% | 99.29% |
07.05.2024 | 0.35% | 2.72 CHF | 2.73 CHF | 50'000 | 50'000 | 49'967 | 49'967 | 142'919 CHF | 143'419 CHF | 100.00% | 100.00% |
06.05.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'582 CHF | 143'082 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'388 CHF | 143'888 CHF | 99.93% | 99.93% |
02.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 148'694 CHF | 149'194 CHF | 99.98% | 99.98% |