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 | 0.35% | 2.99 CHF | 3.00 CHF | 102'000 | 102'000 | 43'943 | 43'943 | 128'598 CHF | 129'039 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 2.90 CHF | 2.91 CHF | 104'000 | 104'000 | 44'386 | 44'386 | 125'290 CHF | 125'735 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 108'000 | 108'000 | 45'822 | 45'822 | 122'929 CHF | 123'389 CHF | 99.88% | 99.88% |
13.05.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 108'000 | 108'000 | 45'478 | 45'478 | 121'062 CHF | 121'518 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 110'000 | 110'000 | 46'817 | 46'817 | 119'280 CHF | 119'749 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 110'000 | 110'000 | 45'813 | 45'813 | 116'231 CHF | 116'690 CHF | 98.99% | 98.99% |
07.05.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 110'000 | 110'000 | 46'515 | 46'515 | 120'310 CHF | 120'776 CHF | 99.67% | 99.67% |
06.05.2024 | 0.41% | 2.54 CHF | 2.55 CHF | 110'000 | 110'000 | 46'681 | 46'681 | 117'060 CHF | 117'528 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 116'000 | 116'000 | 49'285 | 49'285 | 112'180 CHF | 112'674 CHF | 99.79% | 99.79% |
02.05.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 118'000 | 118'000 | 49'722 | 49'722 | 108'061 CHF | 108'559 CHF | 100.00% | 100.00% |