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 | 0.46% | 2.17 CHF | 2.18 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 65'373 CHF | 65'673 CHF | 99.52% | 99.52% |
15.05.2024 | 0.88% | 2.21 CHF | 2.23 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 67'916 CHF | 68'516 CHF | 95.34% | 95.34% |
14.05.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'816 CHF | 114'316 CHF | 87.34% | 87.34% |
13.05.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'546 CHF | 103'046 CHF | 99.06% | 99.06% |
10.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'574 CHF | 99'074 CHF | 98.15% | 98.15% |
08.05.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'203 CHF | 97'703 CHF | 95.49% | 95.49% |
07.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'879 CHF | 101'379 CHF | 99.53% | 99.53% |
06.05.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'162 CHF | 98'662 CHF | 99.54% | 99.54% |
03.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'526 CHF | 95'026 CHF | 98.93% | 98.93% |
02.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'847 CHF | 92'347 CHF | 93.27% | 93.27% |