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 | 0.46% | 2.23 CHF | 2.24 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 269'969 CHF | 271'219 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 2.11 CHF | 2.12 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 270'229 CHF | 271'479 CHF | 99.24% | 99.24% |
14.05.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 281'824 CHF | 283'074 CHF | 91.61% | 91.61% |
13.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 277'851 CHF | 279'101 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 271'714 CHF | 272'964 CHF | 99.79% | 99.79% |
08.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 125'000 | 125'000 | 125'000 | 124'999 | 300'426 CHF | 301'675 CHF | 100.00% | 100.00% |
07.05.2024 | 0.39% | 2.43 CHF | 2.44 CHF | 125'000 | 125'000 | 102'033 | 102'033 | 260'893 CHF | 261'913 CHF | 100.00% | 100.00% |
06.05.2024 | 0.36% | 2.70 CHF | 2.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 274'742 CHF | 275'742 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 289'800 CHF | 290'800 CHF | 94.93% | 94.93% |
02.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 296'330 CHF | 297'330 CHF | 100.00% | 100.00% |