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 | 0.16% | 1.90 CHF | 1.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'772 CHF | 46'847 CHF | 100.00% | 100.00% |
15.05.2024 | 0.16% | 1.90 CHF | 1.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'752 CHF | 45'827 CHF | 98.28% | 98.28% |
14.05.2024 | 0.16% | 1.90 CHF | 1.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'217 CHF | 47'292 CHF | 99.96% | 99.96% |
13.05.2024 | 0.16% | 1.85 CHF | 1.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'749 CHF | 46'824 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 1.89 CHF | 1.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'585 CHF | 48'660 CHF | 98.61% | 98.61% |
08.05.2024 | 0.15% | 1.93 CHF | 1.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'421 CHF | 48'496 CHF | 100.00% | 100.00% |
07.05.2024 | 0.16% | 1.92 CHF | 1.92 CHF | 25'000 | 25'000 | 25'144 | 25'144 | 46'615 CHF | 46'692 CHF | 100.00% | 100.00% |
06.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'857 CHF | 94'357 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'081 CHF | 95'581 CHF | 99.87% | 99.87% |
02.05.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'115 CHF | 90'615 CHF | 99.95% | 99.95% |