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 | 0.76% | 2.71 CHF | 2.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'267 CHF | 136'293 CHF | 99.25% | 99.25% |
15.05.2024 | 0.78% | 2.72 CHF | 2.74 CHF | 50'000 | 50'000 | 49'758 | 49'758 | 131'358 CHF | 132'386 CHF | 98.90% | 98.90% |
14.05.2024 | 0.81% | 2.62 CHF | 2.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'570 CHF | 131'631 CHF | 99.89% | 99.89% |
13.05.2024 | 0.74% | 2.68 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'040 CHF | 135'040 CHF | 100.00% | 100.00% |
10.05.2024 | 0.77% | 2.62 CHF | 2.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'959 CHF | 132'982 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 2.63 CHF | 2.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'028 CHF | 134'028 CHF | 98.85% | 98.85% |
07.05.2024 | 0.79% | 2.63 CHF | 2.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'064 CHF | 127'064 CHF | 97.06% | 97.06% |
06.05.2024 | 0.80% | 2.48 CHF | 2.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'135 CHF | 125'135 CHF | 99.38% | 99.38% |
03.05.2024 | 0.81% | 2.48 CHF | 2.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'692 CHF | 124'692 CHF | 97.93% | 97.93% |
02.05.2024 | 0.82% | 2.42 CHF | 2.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'221 CHF | 122'221 CHF | 99.11% | 99.11% |