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 | 0.15% | 2.08 CHF | 2.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'296 CHF | 51'371 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'275 CHF | 50'350 CHF | 98.28% | 98.28% |
14.05.2024 | 0.14% | 2.08 CHF | 2.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'728 CHF | 51'803 CHF | 99.94% | 99.94% |
13.05.2024 | 0.15% | 2.03 CHF | 2.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'255 CHF | 51'330 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 2.07 CHF | 2.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'084 CHF | 53'159 CHF | 98.61% | 98.61% |
08.05.2024 | 0.14% | 2.11 CHF | 2.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'921 CHF | 52'996 CHF | 100.00% | 100.00% |
07.05.2024 | 0.15% | 2.10 CHF | 2.10 CHF | 25'000 | 25'000 | 25'144 | 25'144 | 51'116 CHF | 51'194 CHF | 100.00% | 100.00% |
06.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'297 CHF | 100'797 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'514 CHF | 102'014 CHF | 99.91% | 99.91% |
02.05.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'559 CHF | 97'059 CHF | 99.95% | 99.95% |