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% | 2.61 CHF | 2.62 CHF | 75'000 | 75'000 | 74'956 | 74'956 | 192'213 CHF | 192'963 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 75'000 | 75'000 | 74'848 | 74'848 | 187'250 CHF | 188'000 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 75'000 | 75'000 | 74'996 | 74'996 | 186'106 CHF | 186'856 CHF | 100.00% | 100.00% |
13.05.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 188'288 CHF | 189'038 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 195'196 CHF | 195'946 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 75'000 | 75'000 | 74'997 | 74'997 | 192'165 CHF | 192'915 CHF | 99.51% | 99.51% |
07.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 74'944 | 74'944 | 189'299 CHF | 190'049 CHF | 100.00% | 100.00% |
06.05.2024 | 0.38% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 194'914 CHF | 195'664 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 192'443 CHF | 193'193 CHF | 100.00% | 100.00% |
02.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 199'341 CHF | 200'091 CHF | 100.00% | 100.00% |