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 | 0.44% | 2.29 CHF | 2.30 CHF | 156'000 | 156'000 | 153'748 | 153'748 | 351'585 CHF | 353'124 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 152'000 | 152'000 | 151'072 | 151'072 | 354'920 CHF | 356'434 CHF | 100.00% | 100.00% |
14.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 152'000 | 152'000 | 152'674 | 152'674 | 351'074 CHF | 352'601 CHF | 100.00% | 100.00% |
13.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 156'000 | 156'000 | 154'724 | 154'724 | 353'503 CHF | 355'050 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 156'000 | 156'000 | 154'888 | 154'888 | 354'624 CHF | 356'173 CHF | 99.99% | 99.99% |
08.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 152'000 | 152'000 | 152'122 | 152'122 | 351'703 CHF | 353'224 CHF | 99.08% | 99.08% |
07.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 152'000 | 152'000 | 152'721 | 152'721 | 351'412 CHF | 352'940 CHF | 99.94% | 99.94% |
06.05.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 345'569 CHF | 347'153 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 160'000 | 160'000 | 160'868 | 160'868 | 340'830 CHF | 342'439 CHF | 99.97% | 99.97% |
02.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 164'000 | 164'000 | 162'545 | 162'545 | 339'709 CHF | 341'334 CHF | 100.00% | 100.00% |