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 | 0.38% | 2.60 CHF | 2.61 CHF | 60'000 | 60'000 | 59'947 | 59'947 | 157'864 CHF | 158'464 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 2.69 CHF | 2.70 CHF | 60'000 | 60'000 | 59'872 | 59'872 | 166'230 CHF | 166'830 CHF | 99.79% | 99.79% |
14.05.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 60'000 | 60'000 | 59'991 | 59'991 | 159'985 CHF | 160'585 CHF | 100.00% | 100.00% |
13.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 150'730 CHF | 151'330 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 149'710 CHF | 150'310 CHF | 99.61% | 99.61% |
08.05.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 60'000 | 60'000 | 59'986 | 59'986 | 147'570 CHF | 148'170 CHF | 99.29% | 99.29% |
07.05.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 60'000 | 60'000 | 59'951 | 59'951 | 153'071 CHF | 153'671 CHF | 100.00% | 100.00% |
06.05.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 152'494 CHF | 153'094 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.47 CHF | 2.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 161'699 CHF | 162'299 CHF | 99.99% | 99.99% |
02.05.2024 | 0.38% | 2.73 CHF | 2.74 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 156'670 CHF | 157'270 CHF | 99.99% | 99.99% |