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 | 0.51% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'936 CHF | 118'542 CHF | 99.25% | 99.25% |
15.05.2024 | 0.51% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 49'596 | 49'495 | 111'844 CHF | 112'182 CHF | 98.90% | 98.90% |
14.05.2024 | 0.51% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'797 CHF | 109'358 CHF | 99.99% | 99.99% |
13.05.2024 | 0.56% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'283 CHF | 109'897 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 2.26 CHF | 2.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'388 CHF | 111'954 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'872 CHF | 109'448 CHF | 100.00% | 100.00% |
07.05.2024 | 0.54% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'979 CHF | 107'558 CHF | 97.06% | 97.06% |
06.05.2024 | 0.54% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'381 CHF | 105'949 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'538 CHF | 103'072 CHF | 97.92% | 97.92% |
02.05.2024 | 0.55% | 1.97 CHF | 1.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'048 CHF | 103'618 CHF | 99.40% | 99.40% |