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 | 0.42% | 2.40 CHF | 2.41 CHF | 156'000 | 156'000 | 153'748 | 153'748 | 368'946 CHF | 370'485 CHF | 100.00% | 100.00% |
15.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 152'000 | 152'000 | 151'072 | 151'072 | 371'908 CHF | 373'421 CHF | 100.00% | 100.00% |
14.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 152'000 | 152'000 | 152'674 | 152'674 | 368'259 CHF | 369'786 CHF | 100.00% | 100.00% |
13.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 156'000 | 156'000 | 154'725 | 154'725 | 371'327 CHF | 372'874 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 156'000 | 156'000 | 154'887 | 154'887 | 372'308 CHF | 373'857 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 152'000 | 152'000 | 152'121 | 152'121 | 368'857 CHF | 370'379 CHF | 99.08% | 99.08% |
07.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 152'000 | 152'000 | 152'718 | 152'718 | 368'575 CHF | 370'103 CHF | 99.93% | 99.93% |
06.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 363'403 CHF | 364'987 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 160'000 | 160'000 | 160'868 | 160'868 | 359'300 CHF | 360'908 CHF | 99.96% | 99.96% |
02.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 164'000 | 164'000 | 162'546 | 162'546 | 358'304 CHF | 359'929 CHF | 99.98% | 99.98% |