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 | 0.51% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'430 CHF | 98'930 CHF | 99.84% | 99.84% |
15.05.2024 | 0.49% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'522 CHF | 103'022 CHF | 100.00% | 100.00% |
14.05.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 49'997 | 113'672 CHF | 114'165 CHF | 99.00% | 99.00% |
13.05.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'737 CHF | 127'237 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'796 CHF | 127'296 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 49'997 | 128'774 CHF | 129'267 CHF | 100.00% | 100.00% |
07.05.2024 | 0.38% | 2.56 CHF | 2.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'064 CHF | 131'564 CHF | 99.82% | 99.82% |
06.05.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'447 CHF | 134'947 CHF | 99.78% | 99.78% |
03.05.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'453 CHF | 132'953 CHF | 100.00% | 100.00% |
02.05.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'789 CHF | 138'289 CHF | 100.00% | 100.00% |