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 | 0.46% | 2.12 CHF | 2.13 CHF | 75'000 | 75'000 | 74'939 | 74'939 | 162'152 CHF | 162'902 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 75'000 | 75'000 | 74'852 | 74'852 | 167'445 CHF | 168'195 CHF | 100.00% | 100.00% |
14.05.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 75'000 | 75'000 | 74'979 | 74'979 | 170'328 CHF | 171'078 CHF | 100.00% | 100.00% |
13.05.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 167'884 CHF | 168'634 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 161'237 CHF | 161'987 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 75'000 | 75'000 | 74'985 | 74'985 | 165'131 CHF | 165'881 CHF | 99.63% | 99.63% |
07.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 75'000 | 75'000 | 74'953 | 74'953 | 167'299 CHF | 168'049 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 2.23 CHF | 2.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 161'125 CHF | 161'875 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 164'361 CHF | 165'111 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'832 CHF | 160'582 CHF | 99.99% | 99.99% |