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 | 0.34% | 2.93 CHF | 2.94 CHF | 40'000 | 40'000 | 39'944 | 39'944 | 116'309 CHF | 116'709 CHF | 100.00% | 100.00% |
15.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 40'000 | 40'000 | 39'928 | 39'928 | 102'220 CHF | 102'620 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 40'000 | 40'000 | 39'948 | 39'948 | 100'195 CHF | 100'595 CHF | 99.98% | 99.98% |
13.05.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 40'000 | 40'000 | 39'998 | 39'998 | 107'663 CHF | 108'063 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 108'574 CHF | 108'974 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 100'806 CHF | 101'206 CHF | 99.08% | 99.08% |
07.05.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 40'000 | 40'000 | 39'914 | 39'914 | 95'260 CHF | 95'660 CHF | 100.00% | 100.00% |
06.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 92'005 CHF | 92'405 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 88'879 CHF | 89'279 CHF | 99.98% | 99.98% |
02.05.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 87'956 CHF | 88'356 CHF | 99.98% | 99.98% |