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 | 0.45% | 2.20 CHF | 2.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'824 CHF | 56'074 CHF | 99.83% | 99.83% |
15.05.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'982 CHF | 56'232 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'349 CHF | 54'599 CHF | 99.12% | 99.12% |
13.05.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'591 CHF | 53'841 CHF | 99.95% | 99.95% |
10.05.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'643 CHF | 52'893 CHF | 99.98% | 99.98% |
08.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 25'000 | 25'000 | 45'419 | 45'419 | 89'518 CHF | 89'972 CHF | 100.00% | 100.00% |
07.05.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'193 CHF | 91'693 CHF | 99.82% | 99.82% |
06.05.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'283 CHF | 89'783 CHF | 99.78% | 99.78% |
03.05.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'179 CHF | 87'679 CHF | 100.00% | 100.00% |
02.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'487 CHF | 87'987 CHF | 100.00% | 100.00% |