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 | 0.40% | 2.50 CHF | 2.51 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 149'489 CHF | 150'089 CHF | 99.82% | 99.82% |
15.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 138'506 CHF | 139'106 CHF | 99.58% | 99.58% |
14.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 136'824 CHF | 137'424 CHF | 99.80% | 99.80% |
13.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 142'715 CHF | 143'315 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 143'518 CHF | 144'118 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 137'305 CHF | 137'905 CHF | 100.00% | 100.00% |
07.05.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 132'911 CHF | 133'511 CHF | 99.83% | 99.83% |
06.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 129'990 CHF | 130'590 CHF | 99.77% | 99.77% |
03.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 127'497 CHF | 128'097 CHF | 99.98% | 99.98% |
02.05.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 126'530 CHF | 127'130 CHF | 100.00% | 100.00% |