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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.77% | 2.84 CHF | 2.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'119 CHF | 142'215 CHF | 95.43% | 95.43% |
16.05.2024 | 0.76% | 2.85 CHF | 2.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'165 CHF | 147'273 CHF | 84.78% | 84.78% |
15.05.2024 | 0.77% | 2.95 CHF | 2.97 CHF | 50'000 | 50'000 | 49'724 | 49'724 | 142'898 CHF | 143'997 CHF | 86.75% | 86.75% |
14.05.2024 | 1.15% | 2.83 CHF | 2.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'375 CHF | 70'175 CHF | 94.88% | 94.88% |
13.05.2024 | 1.13% | 2.82 CHF | 2.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'936 CHF | 71'743 CHF | 65.67% | 65.67% |
10.05.2024 | 0.88% | 3.14 CHF | 3.17 CHF | 25'000 | 25'000 | 34'826 | 34'826 | 108'965 CHF | 109'875 CHF | 83.34% | 83.34% |
08.05.2024 | 0.74% | 2.96 CHF | 2.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'079 CHF | 150'179 CHF | 99.43% | 99.43% |
07.05.2024 | 0.75% | 2.93 CHF | 2.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 144'874 CHF | 145'972 CHF | 96.12% | 96.12% |
06.05.2024 | 0.78% | 2.90 CHF | 2.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'313 CHF | 144'437 CHF | 97.81% | 97.81% |
03.05.2024 | 0.78% | 2.82 CHF | 2.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'221 CHF | 140'309 CHF | 91.56% | 91.56% |