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 | 0.37% | 2.64 CHF | 2.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'979 CHF | 67'229 CHF | 99.72% | 99.72% |
15.05.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'265 CHF | 63'515 CHF | 99.64% | 99.64% |
14.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'866 CHF | 62'116 CHF | 99.10% | 99.10% |
13.05.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'780 CHF | 62'030 CHF | 99.98% | 99.98% |
10.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'497 CHF | 62'747 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'237 CHF | 60'487 CHF | 99.99% | 99.99% |
07.05.2024 | 0.44% | 2.35 CHF | 2.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'015 CHF | 57'265 CHF | 99.74% | 99.74% |
06.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'491 CHF | 56'741 CHF | 99.51% | 99.51% |
03.05.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'979 CHF | 53'229 CHF | 99.67% | 99.67% |
02.05.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 25'000 | 25'000 | 30'204 | 30'202 | 60'636 CHF | 60'936 CHF | 100.00% | 100.00% |