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 | 0.41% | 2.41 CHF | 2.42 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 97'001 CHF | 97'401 CHF | 99.82% | 99.82% |
15.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 94'440 CHF | 94'840 CHF | 99.39% | 99.39% |
14.05.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 94'863 CHF | 95'263 CHF | 98.78% | 98.78% |
13.05.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 69'505 CHF | 69'905 CHF | 99.95% | 99.95% |
10.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 66'475 CHF | 66'875 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 65'497 CHF | 65'897 CHF | 100.00% | 100.00% |
07.05.2024 | 0.64% | 1.65 CHF | 1.66 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 62'479 CHF | 62'879 CHF | 99.82% | 99.82% |
06.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 62'273 CHF | 62'673 CHF | 99.77% | 99.77% |
03.05.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 59'403 CHF | 59'803 CHF | 100.00% | 100.00% |
02.05.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 58'571 CHF | 58'971 CHF | 100.00% | 100.00% |