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 | 0.50% | 1.98 CHF | 1.99 CHF | 54'000 | 54'000 | 53'036 | 53'036 | 107'003 CHF | 107'534 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 53'000 | 53'000 | 53'259 | 53'259 | 106'885 CHF | 107'419 CHF | 100.00% | 100.00% |
14.05.2024 | 0.53% | 1.94 CHF | 1.95 CHF | 54'000 | 54'000 | 54'579 | 54'579 | 103'626 CHF | 104'172 CHF | 99.99% | 99.99% |
13.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 103'814 CHF | 104'354 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 105'259 CHF | 105'799 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 55'000 | 55'000 | 54'579 | 54'579 | 103'369 CHF | 103'915 CHF | 99.15% | 99.15% |
07.05.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 55'000 | 55'000 | 55'030 | 55'030 | 100'458 CHF | 101'008 CHF | 99.85% | 99.85% |
06.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 99'449 CHF | 100'009 CHF | 100.00% | 100.00% |
03.05.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 56'000 | 56'000 | 56'518 | 56'518 | 97'076 CHF | 97'641 CHF | 99.96% | 99.96% |
02.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 57'000 | 57'000 | 57'038 | 57'038 | 93'274 CHF | 93'844 CHF | 99.99% | 99.99% |