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 | 0.38% | 2.69 CHF | 2.70 CHF | 270'000 | 270'000 | 93'188 | 93'188 | 250'444 CHF | 251'379 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 270'000 | 270'000 | 93'260 | 93'260 | 251'724 CHF | 252'659 CHF | 99.99% | 99.99% |
14.05.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 270'000 | 270'000 | 93'623 | 93'623 | 253'811 CHF | 254'749 CHF | 100.00% | 100.00% |
13.05.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 270'000 | 270'000 | 93'711 | 93'711 | 248'373 CHF | 249'311 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 270'000 | 270'000 | 92'448 | 92'448 | 249'004 CHF | 249'930 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.71 CHF | 2.72 CHF | 270'000 | 270'000 | 91'114 | 91'114 | 241'686 CHF | 242'598 CHF | 98.99% | 98.99% |
07.05.2024 | 0.40% | 2.59 CHF | 2.60 CHF | 270'000 | 270'000 | 96'760 | 96'760 | 245'271 CHF | 246'240 CHF | 99.67% | 99.67% |
06.05.2024 | 0.43% | 2.47 CHF | 2.48 CHF | 280'000 | 280'000 | 98'528 | 98'528 | 237'896 CHF | 238'882 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.32 CHF | 2.33 CHF | 290'000 | 290'000 | 99'813 | 99'813 | 228'707 CHF | 229'706 CHF | 99.99% | 99.99% |
02.05.2024 | 0.47% | 2.24 CHF | 2.25 CHF | 290'000 | 290'000 | 101'696 | 101'696 | 222'700 CHF | 223'718 CHF | 99.99% | 99.99% |