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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 54'000 | 54'000 | 54'150 | 54'150 | 136'979 CHF | 137'521 CHF | 100.00% | 100.00% |
17.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 53'000 | 53'000 | 53'289 | 53'289 | 138'271 CHF | 138'804 CHF | 100.00% | 100.00% |
16.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 54'000 | 54'000 | 54'214 | 54'214 | 138'097 CHF | 138'640 CHF | 100.00% | 100.00% |
15.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 54'000 | 54'000 | 53'477 | 53'477 | 138'358 CHF | 138'894 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 52'000 | 52'000 | 53'186 | 53'186 | 139'191 CHF | 139'723 CHF | 99.99% | 99.99% |
13.05.2024 | 0.41% | 2.50 CHF | 2.51 CHF | 55'000 | 55'000 | 55'850 | 55'850 | 136'477 CHF | 137'035 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 56'000 | 56'000 | 55'252 | 55'252 | 136'727 CHF | 137'279 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 56'000 | 56'000 | 55'991 | 55'991 | 137'630 CHF | 138'190 CHF | 99.06% | 99.06% |
07.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 56'000 | 56'000 | 55'998 | 55'998 | 136'723 CHF | 137'283 CHF | 99.66% | 99.66% |
06.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 56'000 | 56'000 | 56'520 | 56'520 | 136'044 CHF | 136'609 CHF | 100.00% | 100.00% |