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 | 0.39% | 2.63 CHF | 2.64 CHF | 75'000 | 75'000 | 74'955 | 74'955 | 193'097 CHF | 193'847 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 75'000 | 75'000 | 74'850 | 74'850 | 188'192 CHF | 188'942 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 75'000 | 75'000 | 74'996 | 74'996 | 187'085 CHF | 187'835 CHF | 99.99% | 99.99% |
13.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 189'245 CHF | 189'995 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'232 CHF | 196'982 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 75'000 | 75'000 | 74'998 | 74'998 | 193'154 CHF | 193'904 CHF | 99.51% | 99.51% |
07.05.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 75'000 | 75'000 | 74'943 | 74'943 | 190'260 CHF | 191'010 CHF | 100.00% | 100.00% |
06.05.2024 | 0.38% | 2.54 CHF | 2.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 195'851 CHF | 196'601 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'330 CHF | 194'080 CHF | 100.00% | 100.00% |
02.05.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 200'428 CHF | 201'178 CHF | 100.00% | 100.00% |