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 | 0.52% | 2.07 CHF | 2.08 CHF | 10'000 | 10'000 | 10'087 | 10'087 | 22'010 CHF | 22'125 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 2.22 CHF | 2.23 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 21'063 CHF | 21'169 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 2.24 CHF | 2.25 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 21'653 CHF | 21'757 CHF | 100.00% | 100.00% |
13.05.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 21'515 CHF | 21'615 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 21'054 CHF | 21'155 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'998 CHF | 19'098 CHF | 100.00% | 100.00% |
07.05.2024 | 0.58% | 1.81 CHF | 1.82 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'618 CHF | 25'768 CHF | 100.00% | 100.00% |
06.05.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'419 CHF | 26'569 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 24'514 CHF | 24'664 CHF | 100.00% | 100.00% |
02.05.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 15'000 | 15'000 | 11'748 | 11'748 | 18'385 CHF | 18'503 CHF | 99.94% | 99.94% |