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 | 0.41% | 2.45 CHF | 2.46 CHF | 149'000 | 149'000 | 150'390 | 150'390 | 365'078 CHF | 366'583 CHF | 100.00% | 100.00% |
15.05.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 149'000 | 149'000 | 148'707 | 148'707 | 366'262 CHF | 367'752 CHF | 100.00% | 100.00% |
14.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 149'000 | 149'000 | 150'438 | 150'438 | 365'046 CHF | 366'551 CHF | 100.00% | 100.00% |
13.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 149'000 | 149'000 | 149'007 | 149'007 | 362'973 CHF | 364'463 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 149'000 | 149'000 | 149'000 | 149'000 | 368'128 CHF | 369'618 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 149'000 | 149'000 | 148'908 | 148'908 | 366'660 CHF | 368'149 CHF | 99.14% | 99.14% |
07.05.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 149'000 | 149'000 | 148'949 | 148'949 | 366'547 CHF | 368'037 CHF | 99.85% | 99.85% |
06.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 154'000 | 154'000 | 154'000 | 154'000 | 368'732 CHF | 370'272 CHF | 100.00% | 100.00% |
03.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 154'000 | 154'000 | 154'000 | 154'000 | 364'615 CHF | 366'155 CHF | 99.98% | 99.98% |
02.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 154'000 | 154'000 | 154'002 | 154'002 | 365'206 CHF | 366'746 CHF | 100.00% | 100.00% |