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% | 2.27 CHF | 2.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'316 CHF | 57'566 CHF | 99.25% | 99.25% |
15.05.2024 | 0.47% | 2.20 CHF | 2.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'223 CHF | 53'473 CHF | 99.38% | 99.38% |
14.05.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'128 CHF | 53'378 CHF | 99.18% | 99.18% |
13.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'108 CHF | 52'358 CHF | 99.38% | 99.38% |
10.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'388 CHF | 54'638 CHF | 99.39% | 99.39% |
08.05.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'084 CHF | 51'334 CHF | 99.38% | 99.38% |
07.05.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'583 CHF | 45'833 CHF | 99.24% | 99.24% |
06.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'952 CHF | 47'202 CHF | 99.23% | 99.23% |
03.05.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'677 CHF | 43'927 CHF | 99.39% | 99.39% |
02.05.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'134 CHF | 34'384 CHF | 99.39% | 99.39% |