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 | 0.84% | 2.41 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'574 CHF | 121'594 CHF | 99.25% | 99.25% |
15.05.2024 | 0.88% | 2.42 CHF | 2.45 CHF | 50'000 | 50'000 | 49'806 | 49'758 | 116'842 CHF | 117'754 CHF | 98.90% | 98.90% |
14.05.2024 | 0.92% | 2.32 CHF | 2.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'871 CHF | 116'939 CHF | 99.92% | 99.92% |
13.05.2024 | 0.83% | 2.39 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'342 CHF | 120'342 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 2.32 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'257 CHF | 118'275 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 2.34 CHF | 2.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'318 CHF | 119'318 CHF | 98.86% | 98.86% |
07.05.2024 | 0.89% | 2.33 CHF | 2.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'448 CHF | 112'448 CHF | 97.06% | 97.06% |
06.05.2024 | 0.91% | 2.19 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'431 CHF | 110'431 CHF | 99.38% | 99.38% |
03.05.2024 | 0.89% | 2.19 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'028 CHF | 110'007 CHF | 97.82% | 97.82% |
02.05.2024 | 0.93% | 2.12 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'524 CHF | 107'524 CHF | 99.40% | 99.40% |