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 | 0.41% | 2.43 CHF | 2.44 CHF | 145'000 | 145'000 | 145'068 | 145'068 | 349'413 CHF | 350'864 CHF | 100.00% | 100.00% |
21.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 145'000 | 145'000 | 144'895 | 144'895 | 351'108 CHF | 352'558 CHF | 99.78% | 99.78% |
17.05.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 149'000 | 149'000 | 149'000 | 149'000 | 347'078 CHF | 348'568 CHF | 99.33% | 99.33% |
16.05.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 149'000 | 149'000 | 150'389 | 150'389 | 345'358 CHF | 346'863 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 149'000 | 149'000 | 148'705 | 148'705 | 346'760 CHF | 348'250 CHF | 100.00% | 100.00% |
14.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 149'000 | 149'000 | 150'437 | 150'437 | 345'279 CHF | 346'784 CHF | 100.00% | 100.00% |
13.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 149'000 | 149'000 | 149'007 | 149'007 | 343'322 CHF | 344'812 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 149'000 | 149'000 | 149'000 | 149'000 | 348'957 CHF | 350'447 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 149'000 | 149'000 | 148'908 | 148'908 | 347'447 CHF | 348'937 CHF | 99.14% | 99.14% |
07.05.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 149'000 | 149'000 | 148'949 | 148'949 | 346'966 CHF | 348'456 CHF | 99.85% | 99.85% |