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% | 2.50 CHF | 2.51 CHF | 92'500 | 92'500 | 93'806 | 93'806 | 239'569 CHF | 240'508 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 94'900 | 94'900 | 96'638 | 96'638 | 241'150 CHF | 242'119 CHF | 99.83% | 99.83% |
14.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 98'300 | 98'300 | 96'725 | 96'725 | 233'887 CHF | 234'855 CHF | 99.88% | 99.88% |
13.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 95'700 | 95'700 | 96'240 | 96'240 | 236'184 CHF | 237'147 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 96'700 | 96'700 | 98'613 | 98'613 | 241'816 CHF | 242'803 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 99'200 | 99'200 | 97'568 | 97'568 | 234'242 CHF | 235'217 CHF | 99.16% | 99.16% |
07.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 96'500 | 96'500 | 94'688 | 94'688 | 232'434 CHF | 233'381 CHF | 99.70% | 99.70% |
06.05.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 93'600 | 93'600 | 94'623 | 94'623 | 239'160 CHF | 240'106 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 95'300 | 95'300 | 99'435 | 99'435 | 247'869 CHF | 248'863 CHF | 98.75% | 98.75% |
02.05.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 102'100 | 102'100 | 109'100 | 109'100 | 252'410 CHF | 253'501 CHF | 99.98% | 99.98% |