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 | 0.44% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'556 CHF | 113'056 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'356 CHF | 113'856 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'470 CHF | 111'970 CHF | 91.76% | 91.76% |
13.05.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'509 CHF | 112'009 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'806 CHF | 113'306 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'210 CHF | 102'710 CHF | 100.00% | 100.00% |
07.05.2024 | 0.54% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'008 CHF | 93'508 CHF | 100.00% | 100.00% |
06.05.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'617 CHF | 87'117 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'842 CHF | 82'342 CHF | 96.98% | 96.98% |
02.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'318 CHF | 80'818 CHF | 100.00% | 100.00% |