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 | 0.36% | 2.81 CHF | 2.82 CHF | 270'000 | 270'000 | 93'189 | 93'189 | 261'768 CHF | 262'704 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 270'000 | 270'000 | 93'262 | 93'262 | 263'056 CHF | 263'991 CHF | 99.99% | 99.99% |
14.05.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 270'000 | 270'000 | 93'630 | 93'630 | 265'246 CHF | 266'184 CHF | 100.00% | 100.00% |
13.05.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 270'000 | 270'000 | 93'706 | 93'706 | 259'710 CHF | 260'649 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 270'000 | 270'000 | 92'442 | 92'442 | 260'227 CHF | 261'153 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.83 CHF | 2.84 CHF | 270'000 | 270'000 | 91'107 | 91'107 | 252'773 CHF | 253'685 CHF | 98.98% | 98.98% |
07.05.2024 | 0.39% | 2.72 CHF | 2.73 CHF | 270'000 | 270'000 | 96'761 | 96'761 | 257'007 CHF | 257'976 CHF | 99.67% | 99.67% |
06.05.2024 | 0.41% | 2.59 CHF | 2.60 CHF | 280'000 | 280'000 | 98'526 | 98'526 | 249'837 CHF | 250'824 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.44 CHF | 2.45 CHF | 290'000 | 290'000 | 99'840 | 99'840 | 240'894 CHF | 241'893 CHF | 100.00% | 100.00% |
02.05.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 290'000 | 290'000 | 101'713 | 101'713 | 235'182 CHF | 236'200 CHF | 100.00% | 100.00% |