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 | 0.39% | 2.51 CHF | 2.52 CHF | 75'000 | 75'000 | 74'936 | 74'936 | 191'289 CHF | 192'039 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 75'000 | 75'000 | 74'853 | 74'853 | 196'645 CHF | 197'395 CHF | 100.00% | 100.00% |
14.05.2024 | 0.37% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 74'996 | 74'996 | 199'688 CHF | 200'438 CHF | 99.99% | 99.99% |
13.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 197'097 CHF | 197'847 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 190'548 CHF | 191'298 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 75'000 | 75'000 | 74'985 | 74'985 | 194'445 CHF | 195'195 CHF | 99.63% | 99.63% |
07.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 75'000 | 75'000 | 74'952 | 74'952 | 196'535 CHF | 197'285 CHF | 100.00% | 100.00% |
06.05.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 190'312 CHF | 191'062 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'606 CHF | 194'356 CHF | 100.00% | 100.00% |
02.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 189'278 CHF | 190'028 CHF | 100.00% | 100.00% |