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 | 0.49% | 2.10 CHF | 2.11 CHF | 75'000 | 75'000 | 74'955 | 74'955 | 153'894 CHF | 154'644 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 75'000 | 75'000 | 74'847 | 74'847 | 148'958 CHF | 149'708 CHF | 100.00% | 100.00% |
14.05.2024 | 0.51% | 2.02 CHF | 2.03 CHF | 75'000 | 75'000 | 74'995 | 74'995 | 147'492 CHF | 148'242 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'817 CHF | 150'567 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 156'744 CHF | 157'494 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 75'000 | 75'000 | 74'997 | 74'997 | 153'563 CHF | 154'313 CHF | 99.51% | 99.51% |
07.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 75'000 | 75'000 | 74'945 | 74'945 | 150'669 CHF | 151'419 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 2.01 CHF | 2.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 156'478 CHF | 157'228 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 153'855 CHF | 154'605 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 160'608 CHF | 161'358 CHF | 100.00% | 100.00% |