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 | 0.45% | 2.18 CHF | 2.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'062 CHF | 55'312 CHF | 99.25% | 99.25% |
15.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'000 CHF | 57'250 CHF | 99.38% | 99.38% |
14.05.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'678 CHF | 57'928 CHF | 99.17% | 99.17% |
13.05.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'130 CHF | 55'380 CHF | 99.39% | 99.39% |
10.05.2024 | 0.45% | 2.12 CHF | 2.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'265 CHF | 55'515 CHF | 99.39% | 99.39% |
08.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'020 CHF | 57'270 CHF | 99.39% | 99.39% |
07.05.2024 | 0.46% | 2.01 CHF | 2.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'038 CHF | 54'288 CHF | 99.23% | 99.23% |
06.05.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'412 CHF | 52'662 CHF | 99.21% | 99.21% |
03.05.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'382 CHF | 52'632 CHF | 99.35% | 99.35% |
02.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'369 CHF | 51'619 CHF | 99.39% | 99.39% |