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 | 0.37% | 0.82 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'007 CHF | 20'082 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 0.83 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'956 CHF | 19'031 CHF | 94.52% | 94.52% |
14.05.2024 | 0.37% | 0.83 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'500 CHF | 20'575 CHF | 99.94% | 99.94% |
13.05.2024 | 0.37% | 0.78 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'095 CHF | 20'170 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 0.82 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'964 CHF | 22'039 CHF | 98.56% | 98.56% |
08.05.2024 | 0.34% | 0.87 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'836 CHF | 21'911 CHF | 100.00% | 100.00% |
07.05.2024 | 0.38% | 0.86 CHF | 0.86 CHF | 25'000 | 25'000 | 25'144 | 25'144 | 19'849 CHF | 19'927 CHF | 100.00% | 100.00% |
06.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'245 CHF | 38'745 CHF | 100.00% | 100.00% |
03.05.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'526 CHF | 40'026 CHF | 99.86% | 99.86% |
02.05.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'485 CHF | 34'985 CHF | 99.94% | 99.94% |