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 | 0.12% | 2.45 CHF | 2.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'689 CHF | 60'764 CHF | 100.00% | 100.00% |
15.05.2024 | 0.13% | 2.46 CHF | 2.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'658 CHF | 59'733 CHF | 98.28% | 98.28% |
14.05.2024 | 0.12% | 2.45 CHF | 2.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'103 CHF | 61'178 CHF | 99.93% | 99.93% |
13.05.2024 | 0.12% | 2.40 CHF | 2.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'609 CHF | 60'684 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 2.44 CHF | 2.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'426 CHF | 62'501 CHF | 98.60% | 98.60% |
08.05.2024 | 0.12% | 2.49 CHF | 2.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'253 CHF | 62'328 CHF | 100.00% | 100.00% |
07.05.2024 | 0.13% | 2.47 CHF | 2.48 CHF | 25'000 | 25'000 | 25'144 | 25'144 | 60'503 CHF | 60'581 CHF | 100.00% | 100.00% |
06.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'925 CHF | 119'425 CHF | 100.00% | 100.00% |
03.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'122 CHF | 120'622 CHF | 99.87% | 99.87% |
02.05.2024 | 0.43% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'194 CHF | 115'694 CHF | 99.95% | 99.95% |