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 | 0.45% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 74'955 | 74'955 | 166'881 CHF | 167'631 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 75'000 | 75'000 | 74'851 | 74'851 | 161'984 CHF | 162'734 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 75'000 | 75'000 | 74'979 | 74'979 | 160'655 CHF | 161'405 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 162'890 CHF | 163'640 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'834 CHF | 170'584 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 75'000 | 75'000 | 74'998 | 74'998 | 166'676 CHF | 167'426 CHF | 99.51% | 99.51% |
07.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 75'000 | 75'000 | 74'944 | 74'944 | 163'872 CHF | 164'622 CHF | 100.00% | 100.00% |
06.05.2024 | 0.44% | 2.19 CHF | 2.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'547 CHF | 170'297 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 166'993 CHF | 167'743 CHF | 100.00% | 100.00% |
02.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 173'728 CHF | 174'478 CHF | 99.99% | 99.99% |