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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.36% | 2.86 CHF | 2.87 CHF | 48'000 | 48'000 | 47'572 | 47'572 | 135'186 CHF | 135'666 CHF | 99.44% | 99.44% |
24.05.2024 | 0.36% | 2.85 CHF | 2.86 CHF | 48'000 | 48'000 | 48'736 | 48'736 | 134'329 CHF | 134'817 CHF | 100.00% | 100.00% |
23.05.2024 | 0.37% | 2.77 CHF | 2.78 CHF | 48'000 | 48'000 | 48'628 | 48'628 | 133'269 CHF | 133'758 CHF | 100.00% | 100.00% |
22.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 132'521 CHF | 133'011 CHF | 100.00% | 100.00% |
21.05.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 48'000 | 48'000 | 48'211 | 48'211 | 134'036 CHF | 134'519 CHF | 99.73% | 99.73% |
17.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 48'000 | 48'000 | 48'012 | 48'012 | 134'702 CHF | 135'182 CHF | 99.33% | 99.33% |
16.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 133'884 CHF | 134'344 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 46'000 | 46'000 | 45'908 | 45'908 | 131'667 CHF | 132'127 CHF | 100.00% | 100.00% |
14.05.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 46'000 | 46'000 | 46'973 | 46'973 | 129'981 CHF | 130'451 CHF | 100.00% | 100.00% |
13.05.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 131'518 CHF | 131'988 CHF | 100.00% | 100.00% |