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 | 0.41% | 2.50 CHF | 2.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'260 CHF | 61'510 CHF | 99.05% | 99.05% |
16.05.2024 | 0.37% | 2.55 CHF | 2.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'828 CHF | 67'078 CHF | 99.38% | 99.38% |
15.05.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'027 CHF | 75'277 CHF | 99.38% | 99.38% |
14.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'305 CHF | 74'555 CHF | 99.17% | 99.17% |
13.05.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'219 CHF | 76'469 CHF | 99.38% | 99.38% |
10.05.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'491 CHF | 75'741 CHF | 99.38% | 99.38% |
08.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'949 CHF | 70'199 CHF | 99.39% | 99.39% |
07.05.2024 | 0.38% | 2.76 CHF | 2.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'231 CHF | 66'481 CHF | 97.63% | 97.63% |
06.05.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'865 CHF | 67'115 CHF | 99.22% | 99.22% |
03.05.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'742 CHF | 64'992 CHF | 99.05% | 99.05% |