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 | 0.41% | 2.46 CHF | 2.47 CHF | 75'000 | 75'000 | 74'956 | 74'956 | 180'583 CHF | 181'333 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 75'000 | 75'000 | 74'847 | 74'847 | 175'728 CHF | 176'478 CHF | 100.00% | 100.00% |
14.05.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 75'000 | 75'000 | 74'995 | 74'995 | 174'463 CHF | 175'213 CHF | 100.00% | 100.00% |
13.05.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 176'713 CHF | 177'463 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'671 CHF | 184'421 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 75'000 | 75'000 | 74'997 | 74'997 | 180'529 CHF | 181'279 CHF | 99.51% | 99.51% |
07.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 74'944 | 74'944 | 177'631 CHF | 178'381 CHF | 100.00% | 100.00% |
06.05.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'312 CHF | 184'062 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 180'771 CHF | 181'521 CHF | 100.00% | 100.00% |
02.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 187'690 CHF | 188'440 CHF | 100.00% | 100.00% |