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 | 0.37% | 2.78 CHF | 2.79 CHF | 75'000 | 75'000 | 74'955 | 74'955 | 204'668 CHF | 205'418 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 75'000 | 75'000 | 74'848 | 74'848 | 199'843 CHF | 200'593 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 2.70 CHF | 2.71 CHF | 75'000 | 75'000 | 74'995 | 74'995 | 198'657 CHF | 199'407 CHF | 100.00% | 100.00% |
13.05.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 200'867 CHF | 201'617 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'823 CHF | 208'573 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 75'000 | 75'000 | 74'997 | 74'997 | 204'773 CHF | 205'523 CHF | 99.51% | 99.51% |
07.05.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 75'000 | 75'000 | 74'944 | 74'944 | 201'810 CHF | 202'560 CHF | 100.00% | 100.00% |
06.05.2024 | 0.36% | 2.69 CHF | 2.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'443 CHF | 208'193 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 204'979 CHF | 205'729 CHF | 100.00% | 100.00% |
02.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 211'990 CHF | 212'740 CHF | 99.99% | 99.99% |