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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 48'000 | 48'000 | 48'202 | 48'202 | 133'657 CHF | 134'139 CHF | 99.84% | 99.84% |
17.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 48'000 | 48'000 | 48'012 | 48'012 | 134'339 CHF | 134'819 CHF | 99.33% | 99.33% |
16.05.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 133'427 CHF | 133'887 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 46'000 | 46'000 | 45'907 | 45'907 | 131'215 CHF | 131'675 CHF | 100.00% | 100.00% |
14.05.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 46'000 | 46'000 | 46'974 | 46'974 | 129'555 CHF | 130'024 CHF | 100.00% | 100.00% |
13.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 131'103 CHF | 131'573 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 131'233 CHF | 131'703 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 127'448 CHF | 127'918 CHF | 99.08% | 99.08% |
07.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 47'000 | 47'000 | 47'071 | 47'071 | 127'197 CHF | 127'668 CHF | 99.94% | 99.94% |
06.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 125'973 CHF | 126'453 CHF | 100.00% | 100.00% |