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 | 0.36% | 2.80 CHF | 2.81 CHF | 75'000 | 75'000 | 74'955 | 74'955 | 206'001 CHF | 206'751 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 75'000 | 75'000 | 74'850 | 74'850 | 201'190 CHF | 201'940 CHF | 100.00% | 100.00% |
14.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 75'000 | 75'000 | 74'979 | 74'979 | 199'964 CHF | 200'714 CHF | 100.00% | 100.00% |
13.05.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 202'208 CHF | 202'958 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 209'252 CHF | 210'002 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 75'000 | 75'000 | 74'998 | 74'998 | 206'131 CHF | 206'881 CHF | 99.51% | 99.51% |
07.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 75'000 | 75'000 | 74'945 | 74'945 | 203'163 CHF | 203'913 CHF | 100.00% | 100.00% |
06.05.2024 | 0.36% | 2.71 CHF | 2.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 208'855 CHF | 209'605 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 206'327 CHF | 207'077 CHF | 100.00% | 100.00% |
02.05.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 213'424 CHF | 214'174 CHF | 99.99% | 99.99% |