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 | 0.39% | 2.45 CHF | 2.46 CHF | 50'800 | 50'800 | 49'680 | 49'680 | 128'886 CHF | 129'383 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 51'400 | 51'400 | 51'052 | 51'052 | 142'992 CHF | 143'504 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 51'400 | 51'400 | 51'410 | 51'410 | 134'614 CHF | 135'128 CHF | 99.69% | 99.69% |
13.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 51'900 | 51'900 | 52'570 | 52'570 | 136'392 CHF | 136'917 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 2.60 CHF | 2.61 CHF | 54'100 | 54'100 | 53'061 | 53'061 | 141'723 CHF | 142'254 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 57'000 | 57'000 | 56'757 | 56'757 | 133'187 CHF | 133'755 CHF | 99.15% | 99.15% |
07.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 56'600 | 56'600 | 56'362 | 56'362 | 133'295 CHF | 133'858 CHF | 99.64% | 99.64% |
06.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 57'900 | 57'900 | 57'661 | 57'661 | 139'562 CHF | 140'139 CHF | 100.00% | 100.00% |
03.05.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 56'600 | 56'600 | 56'370 | 56'370 | 134'886 CHF | 135'450 CHF | 99.97% | 99.97% |
02.05.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 60'800 | 60'800 | 60'549 | 60'549 | 146'197 CHF | 146'802 CHF | 99.98% | 99.98% |