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 | 0.46% | 2.14 CHF | 2.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'662 CHF | 54'912 CHF | 99.77% | 99.77% |
15.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'396 CHF | 54'646 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'968 CHF | 55'218 CHF | 100.00% | 100.00% |
13.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'079 CHF | 55'329 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'711 CHF | 55'961 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'765 CHF | 55'015 CHF | 100.00% | 100.00% |
07.05.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'169 CHF | 54'419 CHF | 99.76% | 99.76% |
06.05.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'498 CHF | 56'748 CHF | 99.53% | 99.53% |
03.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'182 CHF | 57'432 CHF | 99.70% | 99.70% |
02.05.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'578 CHF | 57'828 CHF | 100.00% | 100.00% |