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% | 2.69 CHF | 2.70 CHF | 75'000 | 75'000 | 74'936 | 74'936 | 204'429 CHF | 205'179 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 75'000 | 75'000 | 74'853 | 74'853 | 209'693 CHF | 210'443 CHF | 100.00% | 100.00% |
14.05.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 75'000 | 75'000 | 74'996 | 74'996 | 212'805 CHF | 213'555 CHF | 100.00% | 100.00% |
13.05.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 210'263 CHF | 211'013 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 203'618 CHF | 204'368 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 207'616 CHF | 208'366 CHF | 99.63% | 99.63% |
07.05.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 75'000 | 75'000 | 74'952 | 74'952 | 209'688 CHF | 210'438 CHF | 100.00% | 100.00% |
06.05.2024 | 0.37% | 2.79 CHF | 2.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 203'448 CHF | 204'198 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 206'790 CHF | 207'540 CHF | 100.00% | 100.00% |
02.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 202'451 CHF | 203'201 CHF | 99.99% | 99.99% |