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 | 0.37% | 2.65 CHF | 2.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'311 CHF | 133'811 CHF | 99.76% | 99.76% |
15.05.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'920 CHF | 133'420 CHF | 100.00% | 100.00% |
14.05.2024 | 0.37% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'606 CHF | 134'106 CHF | 100.00% | 100.00% |
13.05.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'633 CHF | 136'133 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'008 CHF | 138'508 CHF | 99.84% | 99.84% |
08.05.2024 | 0.35% | 2.77 CHF | 2.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'778 CHF | 143'278 CHF | 99.99% | 99.99% |
07.05.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'991 CHF | 158'491 CHF | 99.76% | 99.76% |
06.05.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'083 CHF | 161'583 CHF | 99.53% | 99.53% |
03.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'021 CHF | 154'521 CHF | 99.58% | 99.58% |
02.05.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 153'965 CHF | 154'465 CHF | 100.00% | 100.00% |