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 | 0.49% | 2.06 CHF | 2.07 CHF | 156'000 | 156'000 | 153'744 | 153'744 | 316'103 CHF | 317'641 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 152'000 | 152'000 | 151'073 | 151'073 | 320'115 CHF | 321'629 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 152'000 | 152'000 | 152'677 | 152'677 | 316'301 CHF | 317'828 CHF | 99.99% | 99.99% |
13.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 156'000 | 156'000 | 154'725 | 154'725 | 318'381 CHF | 319'928 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 156'000 | 156'000 | 154'888 | 154'888 | 319'480 CHF | 321'029 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 152'000 | 152'000 | 152'123 | 152'123 | 317'236 CHF | 318'758 CHF | 99.09% | 99.09% |
07.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 152'000 | 152'000 | 152'719 | 152'719 | 316'746 CHF | 318'274 CHF | 99.93% | 99.93% |
06.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 309'779 CHF | 311'363 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 160'000 | 160'000 | 160'872 | 160'872 | 304'409 CHF | 306'018 CHF | 99.98% | 99.98% |
02.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 164'000 | 164'000 | 162'547 | 162'547 | 302'759 CHF | 304'385 CHF | 100.00% | 100.00% |