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% | 2.23 CHF | 2.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'796 CHF | 57'046 CHF | 99.75% | 99.75% |
15.05.2024 | 0.47% | 2.20 CHF | 2.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'379 CHF | 53'629 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 2.14 CHF | 2.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'122 CHF | 52'372 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'002 CHF | 52'252 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'662 CHF | 52'912 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 25'000 | 25'000 | 26'727 | 26'728 | 54'124 CHF | 54'393 CHF | 100.00% | 100.00% |
07.05.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'532 CHF | 96'032 CHF | 99.74% | 99.74% |
06.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'694 CHF | 95'194 CHF | 99.53% | 99.53% |
03.05.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'689 CHF | 89'189 CHF | 99.70% | 99.70% |
02.05.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'050 CHF | 84'550 CHF | 100.00% | 100.00% |