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 | 0.47% | 2.18 CHF | 2.19 CHF | 75'000 | 75'000 | 74'954 | 74'954 | 160'079 CHF | 160'829 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 75'000 | 75'000 | 74'850 | 74'850 | 155'148 CHF | 155'898 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 75'000 | 75'000 | 74'995 | 74'995 | 153'792 CHF | 154'542 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 156'071 CHF | 156'821 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 162'973 CHF | 163'723 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 75'000 | 75'000 | 74'998 | 74'998 | 159'799 CHF | 160'549 CHF | 99.51% | 99.51% |
07.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 75'000 | 75'000 | 74'945 | 74'945 | 157'010 CHF | 157'760 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 162'739 CHF | 163'489 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 160'133 CHF | 160'883 CHF | 100.00% | 100.00% |
02.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 166'858 CHF | 167'608 CHF | 100.00% | 100.00% |