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 | 0.46% | 2.14 CHF | 2.15 CHF | 59'000 | 59'000 | 58'494 | 58'494 | 125'954 CHF | 126'539 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 57'400 | 57'400 | 56'411 | 56'411 | 131'105 CHF | 131'671 CHF | 100.00% | 100.00% |
14.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 58'900 | 58'900 | 59'438 | 59'438 | 134'132 CHF | 134'727 CHF | 99.97% | 99.97% |
13.05.2024 | 0.48% | 2.16 CHF | 2.17 CHF | 60'900 | 60'900 | 60'758 | 60'758 | 127'594 CHF | 128'201 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 60'500 | 60'500 | 60'251 | 60'251 | 127'860 CHF | 128'463 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 59'800 | 59'800 | 59'132 | 59'132 | 125'572 CHF | 126'164 CHF | 99.06% | 99.06% |
07.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 60'800 | 60'800 | 60'626 | 60'626 | 132'986 CHF | 133'593 CHF | 97.65% | 97.65% |
06.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 64'000 | 64'000 | 63'431 | 63'431 | 134'922 CHF | 135'557 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 66'700 | 66'700 | 66'116 | 66'116 | 133'476 CHF | 134'137 CHF | 99.99% | 99.99% |
02.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 66'600 | 66'600 | 66'269 | 66'269 | 131'262 CHF | 131'925 CHF | 100.00% | 100.00% |