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 | 0.72% | 2.46 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'325 CHF | 122'205 CHF | 99.30% | 99.30% |
15.05.2024 | 0.77% | 2.34 CHF | 2.36 CHF | 50'000 | 50'000 | 49'591 | 49'439 | 114'485 CHF | 115'006 CHF | 98.89% | 98.89% |
14.05.2024 | 0.73% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 49'384 | 49'384 | 118'422 CHF | 119'281 CHF | 99.86% | 99.86% |
13.05.2024 | 0.74% | 2.29 CHF | 2.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'636 CHF | 115'490 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 2.31 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'719 CHF | 118'563 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 2.30 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'566 CHF | 115'389 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 2.25 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'753 CHF | 112'561 CHF | 98.92% | 98.92% |
06.05.2024 | 0.75% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'212 CHF | 115'071 CHF | 100.00% | 100.00% |
03.05.2024 | 0.66% | 2.31 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'597 CHF | 121'391 CHF | 98.44% | 98.44% |
02.05.2024 | 0.74% | 2.14 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'632 CHF | 108'427 CHF | 98.71% | 98.71% |