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% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 109'856 CHF | 110'352 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 113'556 CHF | 114'052 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 49'468 | 49'468 | 109'992 CHF | 110'488 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 109'520 CHF | 110'016 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 49'483 | 49'483 | 104'950 CHF | 105'446 CHF | 99.74% | 99.74% |
08.05.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 113'931 CHF | 114'427 CHF | 100.00% | 100.00% |
07.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 110'393 CHF | 110'889 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 107'944 CHF | 108'440 CHF | 99.76% | 99.76% |
03.05.2024 | 0.47% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 49'497 | 49'497 | 107'328 CHF | 107'824 CHF | 98.84% | 98.84% |
02.05.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 107'439 CHF | 107'935 CHF | 99.92% | 99.92% |