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 | 0.87% | 2.71 CHF | 2.72 CHF | 58'000 | 58'000 | 26'354 | 26'354 | 71'026 CHF | 71'508 CHF | 100.00% | 100.00% |
15.05.2024 | 0.88% | 2.65 CHF | 2.66 CHF | 58'000 | 58'000 | 26'357 | 26'357 | 69'801 CHF | 70'283 CHF | 100.00% | 100.00% |
14.05.2024 | 0.88% | 2.63 CHF | 2.64 CHF | 58'000 | 58'000 | 26'395 | 26'395 | 69'805 CHF | 70'286 CHF | 99.99% | 99.99% |
13.05.2024 | 0.90% | 2.62 CHF | 2.63 CHF | 58'000 | 58'000 | 26'425 | 26'425 | 68'499 CHF | 68'981 CHF | 99.87% | 99.87% |
10.05.2024 | 0.90% | 2.56 CHF | 2.57 CHF | 60'000 | 60'000 | 26'593 | 26'593 | 68'441 CHF | 68'925 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 2.54 CHF | 2.55 CHF | 60'000 | 60'000 | 26'394 | 26'394 | 66'860 CHF | 67'344 CHF | 98.19% | 98.19% |
07.05.2024 | 0.92% | 2.54 CHF | 2.55 CHF | 60'000 | 60'000 | 26'776 | 26'776 | 68'022 CHF | 68'507 CHF | 99.90% | 99.90% |
06.05.2024 | 0.91% | 2.51 CHF | 2.52 CHF | 60'000 | 60'000 | 26'851 | 26'851 | 68'508 CHF | 68'994 CHF | 100.00% | 100.00% |
03.05.2024 | 0.90% | 2.52 CHF | 2.53 CHF | 60'000 | 60'000 | 26'830 | 26'830 | 68'609 CHF | 69'095 CHF | 99.95% | 99.95% |
02.05.2024 | 0.88% | 2.61 CHF | 2.62 CHF | 58'000 | 58'000 | 26'262 | 26'262 | 69'486 CHF | 69'967 CHF | 98.62% | 98.62% |