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 | 0.41% | 2.47 CHF | 2.48 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 112'640 CHF | 113'100 CHF | 100.00% | 100.00% |
15.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 46'000 | 46'000 | 45'910 | 45'910 | 110'446 CHF | 110'906 CHF | 100.00% | 100.00% |
14.05.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 46'000 | 46'000 | 46'973 | 46'973 | 108'275 CHF | 108'744 CHF | 99.99% | 99.99% |
13.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 109'806 CHF | 110'276 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 109'938 CHF | 110'408 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 106'141 CHF | 106'611 CHF | 99.08% | 99.08% |
07.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 47'000 | 47'000 | 47'072 | 47'072 | 105'808 CHF | 106'278 CHF | 99.94% | 99.94% |
06.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 104'121 CHF | 104'601 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 101'562 CHF | 102'051 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 99'746 CHF | 100'236 CHF | 100.00% | 100.00% |