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 | 0.39% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'030 CHF | 127'530 CHF | 99.86% | 99.86% |
15.05.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'885 CHF | 125'385 CHF | 100.00% | 100.00% |
14.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'843 CHF | 128'343 CHF | 99.78% | 99.78% |
13.05.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'835 CHF | 127'335 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.55 CHF | 2.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'469 CHF | 130'969 CHF | 96.62% | 96.62% |
08.05.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'169 CHF | 130'669 CHF | 100.00% | 100.00% |
07.05.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'944 CHF | 126'444 CHF | 99.86% | 99.86% |
06.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'158 CHF | 125'658 CHF | 99.83% | 99.83% |
03.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'358 CHF | 126'858 CHF | 100.00% | 100.00% |
02.05.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'429 CHF | 121'929 CHF | 100.00% | 100.00% |