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% | 0.67 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'241 CHF | 16'316 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 0.68 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'256 CHF | 15'331 CHF | 98.28% | 98.28% |
14.05.2024 | 0.45% | 0.68 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'744 CHF | 16'819 CHF | 99.92% | 99.92% |
13.05.2024 | 0.46% | 0.63 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'345 CHF | 16'420 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 0.67 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'218 CHF | 18'293 CHF | 98.59% | 98.59% |
08.05.2024 | 0.41% | 0.72 CHF | 0.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'095 CHF | 18'170 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 0.71 CHF | 0.71 CHF | 25'000 | 25'000 | 25'144 | 25'144 | 16'087 CHF | 16'164 CHF | 100.00% | 100.00% |
06.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'779 CHF | 31'279 CHF | 100.00% | 100.00% |
03.05.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'066 CHF | 32'566 CHF | 99.90% | 99.90% |
02.05.2024 | 1.84% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'013 CHF | 27'513 CHF | 99.97% | 99.97% |