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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 327'206 CHF | 109'569 CHF | 98.31% | 98.31% |
28.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 324'322 CHF | 108'607 CHF | 99.22% | 99.22% |
27.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 325'544 CHF | 109'015 CHF | 98.53% | 98.53% |
24.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 331'888 CHF | 111'129 CHF | 97.52% | 97.52% |
23.05.2024 | 0.50% | 2.14 CHF | 2.15 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 296'816 CHF | 99'439 CHF | 95.92% | 95.92% |
22.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 297'961 CHF | 99'820 CHF | 99.20% | 99.20% |
21.05.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 293'408 CHF | 98'303 CHF | 96.57% | 96.57% |
17.05.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 301'986 CHF | 101'162 CHF | 99.22% | 99.22% |
16.05.2024 | 0.48% | 2.01 CHF | 2.02 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 312'158 CHF | 104'553 CHF | 99.22% | 99.22% |
15.05.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 312'286 CHF | 104'595 CHF | 99.18% | 99.18% |