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 | 0.42% | 2.39 CHF | 2.40 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 142'841 CHF | 143'441 CHF | 99.82% | 99.82% |
15.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 131'724 CHF | 132'324 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 130'111 CHF | 130'711 CHF | 99.00% | 99.00% |
13.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 136'083 CHF | 136'683 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 136'798 CHF | 137'398 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 130'571 CHF | 131'171 CHF | 100.00% | 100.00% |
07.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 126'274 CHF | 126'874 CHF | 99.82% | 99.82% |
06.05.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 123'346 CHF | 123'946 CHF | 99.78% | 99.78% |
03.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 120'763 CHF | 121'363 CHF | 100.00% | 100.00% |
02.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 119'827 CHF | 120'427 CHF | 100.00% | 100.00% |