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 | 0.43% | 2.27 CHF | 2.28 CHF | 75'000 | 75'000 | 74'938 | 74'938 | 173'357 CHF | 174'107 CHF | 100.00% | 100.00% |
15.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 75'000 | 75'000 | 74'852 | 74'852 | 178'725 CHF | 179'475 CHF | 100.00% | 100.00% |
14.05.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 74'978 | 74'978 | 181'669 CHF | 182'419 CHF | 99.99% | 99.99% |
13.05.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 179'176 CHF | 179'926 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'621 CHF | 173'371 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.31 CHF | 2.32 CHF | 75'000 | 75'000 | 74'985 | 74'985 | 176'463 CHF | 177'213 CHF | 99.63% | 99.63% |
07.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 75'000 | 75'000 | 74'953 | 74'953 | 178'581 CHF | 179'331 CHF | 100.00% | 100.00% |
06.05.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'403 CHF | 173'153 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'653 CHF | 176'403 CHF | 100.00% | 100.00% |
02.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 171'230 CHF | 171'980 CHF | 100.00% | 100.00% |