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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 120'000 | 120'000 | 125'289 | 125'289 | 351'928 CHF | 353'181 CHF | 100.00% | 100.00% |
21.05.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 120'000 | 120'000 | 126'732 | 126'732 | 356'089 CHF | 357'357 CHF | 96.48% | 96.48% |
17.05.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 354'800 CHF | 356'100 CHF | 100.00% | 100.00% |
16.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 130'000 | 130'000 | 128'942 | 128'942 | 359'911 CHF | 361'202 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 120'000 | 120'000 | 128'379 | 128'379 | 358'769 CHF | 360'055 CHF | 100.00% | 100.00% |
14.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 130'000 | 130'000 | 129'976 | 129'976 | 358'369 CHF | 359'669 CHF | 100.00% | 100.00% |
13.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 357'013 CHF | 358'313 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 354'249 CHF | 355'549 CHF | 100.00% | 100.00% |
08.05.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 344'415 CHF | 345'715 CHF | 99.25% | 99.25% |
07.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 130'000 | 130'000 | 129'972 | 129'972 | 332'807 CHF | 334'107 CHF | 97.17% | 97.17% |