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 | 0.52% | 1.87 CHF | 1.88 CHF | 75'000 | 75'000 | 74'936 | 74'936 | 142'900 CHF | 143'650 CHF | 100.00% | 100.00% |
15.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 75'000 | 75'000 | 74'850 | 74'850 | 148'153 CHF | 148'903 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 75'000 | 75'000 | 74'996 | 74'996 | 151'019 CHF | 151'769 CHF | 99.99% | 99.99% |
13.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 148'529 CHF | 149'279 CHF | 100.00% | 100.00% |
10.05.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 141'908 CHF | 142'658 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 1.90 CHF | 1.91 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 145'731 CHF | 146'481 CHF | 99.63% | 99.63% |
07.05.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 75'000 | 75'000 | 74'952 | 74'952 | 148'024 CHF | 148'774 CHF | 100.00% | 100.00% |
06.05.2024 | 0.53% | 1.97 CHF | 1.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 141'845 CHF | 142'595 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 145'145 CHF | 145'895 CHF | 100.00% | 100.00% |
02.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 140'443 CHF | 141'193 CHF | 100.00% | 100.00% |