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 | 0.97% | 2.08 CHF | 2.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 158'741 CHF | 160'292 CHF | 98.70% | 98.70% |
15.05.2024 | 0.98% | 2.16 CHF | 2.18 CHF | 75'000 | 75'000 | 74'260 | 74'208 | 153'685 CHF | 155'081 CHF | 94.94% | 94.94% |
14.05.2024 | 1.60% | 1.84 CHF | 1.87 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 70'548 CHF | 71'687 CHF | 96.88% | 96.88% |
13.05.2024 | 1.04% | 1.98 CHF | 2.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'665 CHF | 151'235 CHF | 95.93% | 95.93% |
10.05.2024 | 0.98% | 2.07 CHF | 2.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 157'533 CHF | 159'077 CHF | 80.85% | 80.85% |
08.05.2024 | 0.99% | 2.01 CHF | 2.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 153'903 CHF | 155'431 CHF | 58.65% | 58.65% |
07.05.2024 | 1.07% | 2.01 CHF | 2.03 CHF | 75'000 | 75'000 | 71'634 | 71'634 | 142'036 CHF | 143'537 CHF | 98.20% | 98.20% |
06.05.2024 | 1.02% | 1.95 CHF | 1.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'323 CHF | 150'858 CHF | 97.25% | 97.25% |
03.05.2024 | 1.01% | 2.00 CHF | 2.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'307 CHF | 150'829 CHF | 95.81% | 95.81% |
02.05.2024 | 1.03% | 1.91 CHF | 1.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 146'854 CHF | 148'372 CHF | 98.89% | 98.89% |