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 | 0.11% | 2.66 CHF | 2.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'749 CHF | 65'824 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 2.66 CHF | 2.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'712 CHF | 64'787 CHF | 98.28% | 98.28% |
14.05.2024 | 0.11% | 2.66 CHF | 2.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'152 CHF | 66'227 CHF | 99.96% | 99.96% |
13.05.2024 | 0.11% | 2.61 CHF | 2.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'647 CHF | 65'722 CHF | 100.00% | 100.00% |
10.05.2024 | 0.11% | 2.64 CHF | 2.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'458 CHF | 67'533 CHF | 98.68% | 98.68% |
08.05.2024 | 0.11% | 2.69 CHF | 2.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'279 CHF | 67'354 CHF | 100.00% | 100.00% |
07.05.2024 | 0.12% | 2.68 CHF | 2.68 CHF | 25'000 | 25'000 | 25'144 | 25'144 | 65'559 CHF | 65'636 CHF | 100.00% | 100.00% |
06.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'959 CHF | 129'459 CHF | 100.00% | 100.00% |
03.05.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'145 CHF | 130'645 CHF | 99.89% | 99.89% |
02.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'231 CHF | 125'731 CHF | 99.95% | 99.95% |