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 | 0.47% | 2.07 CHF | 2.08 CHF | 75'000 | 75'000 | 74'938 | 74'938 | 158'200 CHF | 158'950 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 75'000 | 75'000 | 74'855 | 74'855 | 163'428 CHF | 164'178 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 75'000 | 75'000 | 74'978 | 74'978 | 166'299 CHF | 167'049 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 163'870 CHF | 164'620 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 157'180 CHF | 157'930 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 75'000 | 75'000 | 74'985 | 74'985 | 161'147 CHF | 161'897 CHF | 99.63% | 99.63% |
07.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 75'000 | 75'000 | 74'952 | 74'952 | 163'303 CHF | 164'053 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 2.17 CHF | 2.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 157'156 CHF | 157'906 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 160'386 CHF | 161'136 CHF | 100.00% | 100.00% |
02.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 155'737 CHF | 156'487 CHF | 100.00% | 100.00% |