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 | 0.74% | 2.85 CHF | 2.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'512 CHF | 143'574 CHF | 99.25% | 99.25% |
15.05.2024 | 0.77% | 2.86 CHF | 2.88 CHF | 50'000 | 50'000 | 49'758 | 49'758 | 138'554 CHF | 139'625 CHF | 98.90% | 98.90% |
14.05.2024 | 0.72% | 2.76 CHF | 2.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'871 CHF | 138'871 CHF | 99.99% | 99.99% |
13.05.2024 | 0.71% | 2.83 CHF | 2.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'271 CHF | 142'271 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 2.76 CHF | 2.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'168 CHF | 140'257 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 2.78 CHF | 2.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'234 CHF | 141'234 CHF | 98.85% | 98.85% |
07.05.2024 | 0.75% | 2.77 CHF | 2.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'354 CHF | 134'354 CHF | 97.06% | 97.06% |
06.05.2024 | 0.76% | 2.63 CHF | 2.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'319 CHF | 132'319 CHF | 99.38% | 99.38% |
03.05.2024 | 0.76% | 2.63 CHF | 2.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'938 CHF | 131'938 CHF | 97.92% | 97.92% |
02.05.2024 | 0.72% | 2.56 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'503 CHF | 129'425 CHF | 99.40% | 99.40% |