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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'766 CHF | 178'516 CHF | 100.00% | 100.00% |
28.05.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 180'994 CHF | 181'744 CHF | 100.00% | 100.00% |
27.05.2024 | 2.07% | 2.39 CHF | 2.44 CHF | 7'500 | 7'500 | 7'500 | 7'500 | 17'907 CHF | 18'282 CHF | 99.02% | 99.02% |
24.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 180'318 CHF | 181'068 CHF | 100.00% | 100.00% |
23.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 75'000 | 75'000 | 74'574 | 74'574 | 178'180 CHF | 178'930 CHF | 100.00% | 100.00% |
22.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'784 CHF | 178'534 CHF | 100.00% | 100.00% |
21.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 74'972 | 74'972 | 174'199 CHF | 174'949 CHF | 99.20% | 99.20% |
17.05.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'108 CHF | 175'858 CHF | 100.00% | 100.00% |
16.05.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 74'937 | 74'937 | 176'514 CHF | 177'264 CHF | 100.00% | 100.00% |
15.05.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 75'000 | 75'000 | 74'853 | 74'853 | 181'807 CHF | 182'557 CHF | 100.00% | 100.00% |