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 | 0.46% | 2.14 CHF | 2.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'516 CHF | 54'766 CHF | 99.72% | 99.72% |
15.05.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 25'000 | 25'000 | 25'262 | 25'262 | 51'465 CHF | 51'717 CHF | 99.68% | 99.68% |
14.05.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 25'000 | 25'000 | 40'399 | 40'401 | 79'581 CHF | 79'990 CHF | 99.12% | 99.12% |
13.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 47'127 | 47'127 | 92'846 CHF | 93'316 CHF | 99.98% | 99.98% |
10.05.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 40'325 | 40'325 | 80'376 CHF | 80'779 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'700 CHF | 96'200 CHF | 100.00% | 100.00% |
07.05.2024 | 0.56% | 1.85 CHF | 1.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'282 CHF | 89'782 CHF | 99.72% | 99.72% |
06.05.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'481 CHF | 88'981 CHF | 99.52% | 99.52% |
03.05.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'408 CHF | 81'908 CHF | 99.70% | 99.70% |
02.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'484 CHF | 76'984 CHF | 100.00% | 100.00% |