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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 60'800 | 60'800 | 60'844 | 60'844 | 135'309 CHF | 135'918 CHF | 100.00% | 100.00% |
22.05.2024 | 0.72% | 2.22 CHF | 2.23 CHF | 60'900 | 60'900 | 58'736 | 58'736 | 131'104 CHF | 132'035 CHF | 100.00% | 100.00% |
21.05.2024 | 0.84% | 2.41 CHF | 2.43 CHF | 57'300 | 57'300 | 56'585 | 56'585 | 134'262 CHF | 135'394 CHF | 99.14% | 99.14% |
17.05.2024 | 0.78% | 2.51 CHF | 2.53 CHF | 52'500 | 52'500 | 49'135 | 49'135 | 124'749 CHF | 125'732 CHF | 100.00% | 100.00% |
16.05.2024 | 0.69% | 2.74 CHF | 2.76 CHF | 46'900 | 46'900 | 45'717 | 45'717 | 131'789 CHF | 132'704 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 2.84 CHF | 2.86 CHF | 45'000 | 45'000 | 44'648 | 44'648 | 131'815 CHF | 132'710 CHF | 100.00% | 100.00% |
14.05.2024 | 0.66% | 2.93 CHF | 2.95 CHF | 44'700 | 44'700 | 43'074 | 43'074 | 129'821 CHF | 130'683 CHF | 99.98% | 99.98% |
13.05.2024 | 0.63% | 3.08 CHF | 3.10 CHF | 42'000 | 42'000 | 41'880 | 41'880 | 133'108 CHF | 133'946 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 3.30 CHF | 3.32 CHF | 41'800 | 41'800 | 40'357 | 40'357 | 131'157 CHF | 131'964 CHF | 99.99% | 99.99% |
08.05.2024 | 0.60% | 3.33 CHF | 3.35 CHF | 40'600 | 40'600 | 40'539 | 40'539 | 134'945 CHF | 135'756 CHF | 99.16% | 99.16% |