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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.54% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'927 CHF | 108'514 CHF | 97.30% | 97.30% |
21.05.2024 | 0.55% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'842 CHF | 108'432 CHF | 100.00% | 100.00% |
17.05.2024 | 0.53% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'982 CHF | 107'552 CHF | 100.00% | 100.00% |
16.05.2024 | 0.55% | 2.16 CHF | 2.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'233 CHF | 109'834 CHF | 99.25% | 99.25% |
15.05.2024 | 0.56% | 2.19 CHF | 2.21 CHF | 50'000 | 50'000 | 49'596 | 49'495 | 103'206 CHF | 103'573 CHF | 98.90% | 98.90% |
14.05.2024 | 0.58% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'100 CHF | 100'680 CHF | 100.00% | 100.00% |
13.05.2024 | 0.59% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'582 CHF | 101'180 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'682 CHF | 103'269 CHF | 100.00% | 100.00% |
08.05.2024 | 0.57% | 1.99 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'180 CHF | 100'751 CHF | 100.00% | 100.00% |
07.05.2024 | 0.57% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'284 CHF | 98'849 CHF | 97.06% | 97.06% |