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 | 0.36% | 2.71 CHF | 2.72 CHF | 75'000 | 75'000 | 74'938 | 74'938 | 206'195 CHF | 206'945 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 75'000 | 75'000 | 74'854 | 74'854 | 211'552 CHF | 212'302 CHF | 100.00% | 100.00% |
14.05.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 75'000 | 75'000 | 74'978 | 74'978 | 214'683 CHF | 215'433 CHF | 100.00% | 100.00% |
13.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 212'132 CHF | 212'882 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 205'492 CHF | 206'242 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 75'000 | 75'000 | 74'985 | 74'985 | 209'507 CHF | 210'257 CHF | 99.63% | 99.63% |
07.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 75'000 | 75'000 | 74'952 | 74'952 | 211'572 CHF | 212'322 CHF | 100.00% | 100.00% |
06.05.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 205'317 CHF | 206'067 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 208'563 CHF | 209'313 CHF | 100.00% | 100.00% |
02.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 204'361 CHF | 205'111 CHF | 100.00% | 100.00% |