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 | 0.49% | 2.05 CHF | 2.06 CHF | 46'000 | 46'000 | 45'963 | 45'963 | 93'445 CHF | 93'905 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 46'000 | 46'000 | 45'896 | 45'896 | 91'256 CHF | 91'716 CHF | 100.00% | 100.00% |
14.05.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 46'000 | 46'000 | 46'965 | 46'965 | 88'649 CHF | 89'118 CHF | 100.00% | 100.00% |
13.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 90'202 CHF | 90'672 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 90'352 CHF | 90'822 CHF | 100.00% | 100.00% |
08.05.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 86'546 CHF | 87'016 CHF | 99.08% | 99.08% |
07.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 47'000 | 47'000 | 47'060 | 47'060 | 86'209 CHF | 86'680 CHF | 99.94% | 99.94% |
06.05.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 84'163 CHF | 84'643 CHF | 100.00% | 100.00% |
03.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 81'189 CHF | 81'678 CHF | 99.97% | 99.97% |
02.05.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 79'370 CHF | 79'860 CHF | 99.99% | 99.99% |