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 | 0.22% | 1.40 CHF | 1.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'347 CHF | 34'422 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 1.41 CHF | 1.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'344 CHF | 33'419 CHF | 98.28% | 98.28% |
14.05.2024 | 0.22% | 1.40 CHF | 1.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'813 CHF | 34'888 CHF | 99.94% | 99.94% |
13.05.2024 | 0.22% | 1.35 CHF | 1.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'376 CHF | 34'451 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 1.39 CHF | 1.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'225 CHF | 36'300 CHF | 98.68% | 98.68% |
08.05.2024 | 0.21% | 1.44 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'083 CHF | 36'158 CHF | 100.00% | 100.00% |
07.05.2024 | 0.22% | 1.43 CHF | 1.43 CHF | 25'000 | 25'000 | 25'144 | 25'144 | 34'179 CHF | 34'257 CHF | 100.00% | 100.00% |
06.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'685 CHF | 67'185 CHF | 100.00% | 100.00% |
03.05.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'936 CHF | 68'436 CHF | 99.82% | 99.82% |
02.05.2024 | 0.79% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'934 CHF | 63'434 CHF | 99.93% | 99.93% |