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 | 0.34% | 2.98 CHF | 2.99 CHF | 75'000 | 75'000 | 74'954 | 74'954 | 219'357 CHF | 220'107 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 75'000 | 75'000 | 74'853 | 74'853 | 214'500 CHF | 215'250 CHF | 100.00% | 100.00% |
14.05.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 75'000 | 75'000 | 74'978 | 74'978 | 213'415 CHF | 214'165 CHF | 100.00% | 100.00% |
13.05.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 215'629 CHF | 216'379 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 222'653 CHF | 223'403 CHF | 100.00% | 100.00% |
08.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 75'000 | 75'000 | 74'998 | 74'998 | 219'589 CHF | 220'339 CHF | 99.51% | 99.51% |
07.05.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 75'000 | 75'000 | 74'945 | 74'945 | 216'600 CHF | 217'350 CHF | 100.00% | 100.00% |
06.05.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 222'149 CHF | 222'899 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 219'719 CHF | 220'469 CHF | 100.00% | 100.00% |
02.05.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 226'910 CHF | 227'660 CHF | 100.00% | 100.00% |