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 | 0.19% | 1.63 CHF | 1.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'053 CHF | 40'128 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 1.63 CHF | 1.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'043 CHF | 39'118 CHF | 98.28% | 98.28% |
14.05.2024 | 0.19% | 1.63 CHF | 1.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'508 CHF | 40'583 CHF | 99.92% | 99.92% |
13.05.2024 | 0.19% | 1.58 CHF | 1.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'058 CHF | 40'133 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 1.62 CHF | 1.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'900 CHF | 41'975 CHF | 98.68% | 98.68% |
08.05.2024 | 0.18% | 1.67 CHF | 1.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'751 CHF | 41'826 CHF | 100.00% | 100.00% |
07.05.2024 | 0.19% | 1.65 CHF | 1.66 CHF | 25'000 | 25'000 | 25'144 | 25'144 | 39'881 CHF | 39'959 CHF | 100.00% | 100.00% |
06.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'000 CHF | 78'500 CHF | 100.00% | 100.00% |
03.05.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'240 CHF | 79'740 CHF | 99.83% | 99.83% |
02.05.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'253 CHF | 74'753 CHF | 99.98% | 99.98% |