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 | 0.67% | 3.05 CHF | 3.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 152'483 CHF | 153'512 CHF | 99.25% | 99.25% |
15.05.2024 | 0.70% | 3.06 CHF | 3.08 CHF | 50'000 | 50'000 | 49'758 | 49'758 | 148'477 CHF | 149'511 CHF | 98.90% | 98.90% |
14.05.2024 | 0.71% | 2.96 CHF | 2.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'781 CHF | 148'836 CHF | 99.99% | 99.99% |
13.05.2024 | 0.66% | 3.03 CHF | 3.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 151'249 CHF | 152'249 CHF | 100.00% | 100.00% |
10.05.2024 | 0.67% | 2.96 CHF | 2.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'145 CHF | 150'145 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 2.98 CHF | 3.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 150'142 CHF | 151'210 CHF | 98.85% | 98.85% |
07.05.2024 | 0.70% | 2.97 CHF | 2.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'286 CHF | 144'286 CHF | 97.06% | 97.06% |
06.05.2024 | 0.71% | 2.83 CHF | 2.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'292 CHF | 142'292 CHF | 99.38% | 99.38% |
03.05.2024 | 0.65% | 2.83 CHF | 2.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'913 CHF | 141'835 CHF | 97.88% | 97.88% |
02.05.2024 | 0.72% | 2.76 CHF | 2.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'394 CHF | 139'394 CHF | 99.40% | 99.40% |