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 | 0.51% | 1.93 CHF | 1.94 CHF | 75'000 | 75'000 | 74'938 | 74'938 | 147'502 CHF | 148'252 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 75'000 | 75'000 | 74'855 | 74'855 | 152'709 CHF | 153'459 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 75'000 | 75'000 | 74'978 | 74'978 | 155'592 CHF | 156'342 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 153'168 CHF | 153'918 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 146'487 CHF | 147'237 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 75'000 | 75'000 | 74'985 | 74'985 | 150'404 CHF | 151'154 CHF | 99.63% | 99.63% |
07.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 75'000 | 75'000 | 74'954 | 74'954 | 152'588 CHF | 153'338 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 2.03 CHF | 2.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 146'523 CHF | 147'273 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'719 CHF | 150'469 CHF | 100.00% | 100.00% |
02.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 145'068 CHF | 145'818 CHF | 100.00% | 100.00% |