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 | 0.36% | 2.74 CHF | 2.75 CHF | 156'000 | 156'000 | 153'746 | 153'746 | 421'319 CHF | 422'858 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 152'000 | 152'000 | 151'077 | 151'077 | 423'397 CHF | 424'911 CHF | 100.00% | 100.00% |
14.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 152'000 | 152'000 | 152'678 | 152'678 | 420'249 CHF | 421'776 CHF | 99.99% | 99.99% |
13.05.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 156'000 | 156'000 | 154'724 | 154'724 | 423'557 CHF | 425'105 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 156'000 | 156'000 | 154'887 | 154'887 | 424'696 CHF | 426'245 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 152'000 | 152'000 | 152'124 | 152'124 | 420'038 CHF | 421'560 CHF | 99.08% | 99.08% |
07.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 152'000 | 152'000 | 152'717 | 152'717 | 420'039 CHF | 421'566 CHF | 99.94% | 99.94% |
06.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 417'048 CHF | 418'632 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 160'000 | 160'000 | 160'871 | 160'871 | 413'352 CHF | 414'960 CHF | 99.98% | 99.98% |
02.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 164'000 | 164'000 | 162'547 | 162'547 | 413'073 CHF | 414'698 CHF | 100.00% | 100.00% |