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 | 0.14% | 2.22 CHF | 2.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'846 CHF | 54'921 CHF | 100.00% | 100.00% |
15.05.2024 | 0.14% | 2.23 CHF | 2.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'820 CHF | 53'895 CHF | 98.28% | 98.28% |
14.05.2024 | 0.14% | 2.22 CHF | 2.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'270 CHF | 55'345 CHF | 99.92% | 99.92% |
13.05.2024 | 0.14% | 2.17 CHF | 2.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'790 CHF | 54'865 CHF | 100.00% | 100.00% |
10.05.2024 | 0.13% | 2.21 CHF | 2.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'614 CHF | 56'689 CHF | 98.66% | 98.66% |
08.05.2024 | 0.13% | 2.25 CHF | 2.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'447 CHF | 56'522 CHF | 100.00% | 100.00% |
07.05.2024 | 0.14% | 2.24 CHF | 2.24 CHF | 25'000 | 25'000 | 25'144 | 25'144 | 54'663 CHF | 54'741 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 2.15 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'337 CHF | 107'837 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'545 CHF | 109'045 CHF | 99.85% | 99.85% |
02.05.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'601 CHF | 104'101 CHF | 99.97% | 99.97% |