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% | 2.95 CHF | 2.96 CHF | 75'000 | 75'000 | 74'956 | 74'956 | 217'653 CHF | 218'403 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 75'000 | 75'000 | 74'850 | 74'850 | 212'734 CHF | 213'484 CHF | 100.00% | 100.00% |
14.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 75'000 | 75'000 | 74'979 | 74'979 | 211'627 CHF | 212'377 CHF | 100.00% | 100.00% |
13.05.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 213'836 CHF | 214'586 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 220'769 CHF | 221'519 CHF | 100.00% | 100.00% |
08.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 75'000 | 75'000 | 74'997 | 74'997 | 217'757 CHF | 218'507 CHF | 99.51% | 99.51% |
07.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 75'000 | 75'000 | 74'943 | 74'943 | 214'865 CHF | 215'615 CHF | 100.00% | 100.00% |
06.05.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 220'446 CHF | 221'196 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 217'985 CHF | 218'735 CHF | 100.00% | 100.00% |
02.05.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 225'136 CHF | 225'886 CHF | 100.00% | 100.00% |