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 | 0.40% | 2.51 CHF | 2.52 CHF | 156'000 | 156'000 | 153'748 | 153'748 | 385'891 CHF | 387'430 CHF | 100.00% | 100.00% |
15.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 152'000 | 152'000 | 151'073 | 151'073 | 388'577 CHF | 390'091 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 152'000 | 152'000 | 152'677 | 152'677 | 385'091 CHF | 386'618 CHF | 99.99% | 99.99% |
13.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 156'000 | 156'000 | 154'725 | 154'725 | 387'993 CHF | 389'540 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 156'000 | 156'000 | 154'888 | 154'888 | 389'130 CHF | 390'679 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 152'000 | 152'000 | 152'123 | 152'123 | 385'577 CHF | 387'099 CHF | 99.08% | 99.08% |
07.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 152'000 | 152'000 | 152'718 | 152'718 | 385'357 CHF | 386'885 CHF | 99.94% | 99.94% |
06.05.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 380'758 CHF | 382'342 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 160'000 | 160'000 | 160'871 | 160'871 | 376'497 CHF | 378'106 CHF | 100.00% | 100.00% |
02.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 164'000 | 164'000 | 162'547 | 162'547 | 375'763 CHF | 377'389 CHF | 100.00% | 100.00% |