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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 42'946 CHF | 43'146 CHF | 100.00% | 100.00% |
16.05.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 20'000 | 20'000 | 20'088 | 20'088 | 43'091 CHF | 43'292 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'354 CHF | 43'554 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'604 CHF | 43'804 CHF | 100.00% | 100.00% |
13.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 42'552 CHF | 42'752 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'024 CHF | 43'224 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'982 CHF | 44'182 CHF | 100.00% | 100.00% |
07.05.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 46'529 CHF | 46'729 CHF | 100.00% | 100.00% |
06.05.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 46'495 CHF | 46'695 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 49'543 CHF | 49'743 CHF | 100.00% | 100.00% |