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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 205'960 CHF | 206'860 CHF | 100.00% | 100.00% |
23.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 90'000 | 90'000 | 89'650 | 89'650 | 206'790 CHF | 207'690 CHF | 99.99% | 99.99% |
22.05.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 202'567 CHF | 203'467 CHF | 100.00% | 100.00% |
21.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 90'000 | 90'000 | 89'968 | 89'968 | 198'213 CHF | 199'113 CHF | 99.01% | 99.01% |
17.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 199'183 CHF | 200'083 CHF | 99.33% | 99.33% |
16.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 90'000 | 90'000 | 89'932 | 89'932 | 199'505 CHF | 200'405 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 90'000 | 90'000 | 89'796 | 89'796 | 200'395 CHF | 201'295 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 90'000 | 90'000 | 90'056 | 90'056 | 193'568 CHF | 194'469 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 194'171 CHF | 195'071 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 194'957 CHF | 195'907 CHF | 100.00% | 100.00% |