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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 103'598 CHF | 103'998 CHF | 98.58% | 98.58% |
21.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 95'038 CHF | 95'438 CHF | 99.98% | 99.98% |
17.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 92'695 CHF | 93'095 CHF | 99.98% | 99.98% |
16.05.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 97'322 CHF | 97'722 CHF | 99.82% | 99.82% |
15.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 94'697 CHF | 95'097 CHF | 99.39% | 99.39% |
14.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 95'132 CHF | 95'532 CHF | 98.59% | 98.59% |
13.05.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 69'749 CHF | 70'149 CHF | 99.98% | 99.98% |
10.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 66'731 CHF | 67'131 CHF | 99.99% | 99.99% |
08.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 65'794 CHF | 66'194 CHF | 100.00% | 100.00% |
07.05.2024 | 0.64% | 1.65 CHF | 1.66 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 62'748 CHF | 63'148 CHF | 99.76% | 99.76% |