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 | 0.43% | 2.36 CHF | 2.37 CHF | 54'000 | 54'000 | 54'214 | 54'214 | 126'156 CHF | 126'698 CHF | 100.00% | 100.00% |
15.05.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 54'000 | 54'000 | 53'474 | 53'474 | 126'582 CHF | 127'117 CHF | 100.00% | 100.00% |
14.05.2024 | 0.42% | 2.45 CHF | 2.46 CHF | 52'000 | 52'000 | 53'187 | 53'187 | 127'494 CHF | 128'026 CHF | 99.99% | 99.99% |
13.05.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 55'000 | 55'000 | 55'850 | 55'850 | 124'215 CHF | 124'774 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 56'000 | 56'000 | 55'252 | 55'252 | 124'617 CHF | 125'169 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 56'000 | 56'000 | 55'990 | 55'990 | 125'365 CHF | 125'925 CHF | 99.06% | 99.06% |
07.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 56'000 | 56'000 | 55'998 | 55'998 | 124'437 CHF | 124'997 CHF | 99.66% | 99.66% |
06.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 56'000 | 56'000 | 56'520 | 56'520 | 124'250 CHF | 124'816 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 57'000 | 57'000 | 56'891 | 56'891 | 124'917 CHF | 125'486 CHF | 99.97% | 99.97% |
02.05.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 57'000 | 57'000 | 56'157 | 56'157 | 124'765 CHF | 125'326 CHF | 99.99% | 99.99% |