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 | 0.63% | 2.38 CHF | 2.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'255 CHF | 119'003 CHF | 99.32% | 99.32% |
15.05.2024 | 0.61% | 2.38 CHF | 2.40 CHF | 50'000 | 50'000 | 49'590 | 49'438 | 113'208 CHF | 113'549 CHF | 98.95% | 98.95% |
14.05.2024 | 1.15% | 2.13 CHF | 2.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'368 CHF | 51'963 CHF | 95.41% | 95.41% |
13.05.2024 | 0.68% | 1.78 CHF | 1.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'046 CHF | 90'662 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'054 CHF | 90'738 CHF | 100.00% | 100.00% |
08.05.2024 | 0.77% | 1.77 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'188 CHF | 88'867 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'920 CHF | 86'631 CHF | 98.92% | 98.92% |
06.05.2024 | 0.83% | 1.66 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'552 CHF | 83'238 CHF | 100.00% | 100.00% |
03.05.2024 | 0.73% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'591 CHF | 85'207 CHF | 98.30% | 98.30% |
02.05.2024 | 0.77% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'300 CHF | 79'914 CHF | 99.13% | 99.13% |