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 | 0.36% | 2.88 CHF | 2.89 CHF | 102'000 | 102'000 | 43'948 | 43'948 | 123'593 CHF | 124'034 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 2.78 CHF | 2.79 CHF | 104'000 | 104'000 | 44'384 | 44'384 | 120'220 CHF | 120'665 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 108'000 | 108'000 | 45'823 | 45'823 | 117'640 CHF | 118'099 CHF | 99.88% | 99.88% |
13.05.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 108'000 | 108'000 | 45'476 | 45'476 | 115'843 CHF | 116'299 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 110'000 | 110'000 | 46'814 | 46'814 | 113'893 CHF | 114'361 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 110'000 | 110'000 | 45'819 | 45'819 | 110'942 CHF | 111'400 CHF | 98.99% | 98.99% |
07.05.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 110'000 | 110'000 | 46'517 | 46'517 | 114'957 CHF | 115'423 CHF | 99.67% | 99.67% |
06.05.2024 | 0.43% | 2.42 CHF | 2.43 CHF | 110'000 | 110'000 | 46'680 | 46'680 | 111'692 CHF | 112'160 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 116'000 | 116'000 | 49'313 | 49'313 | 106'602 CHF | 107'096 CHF | 99.84% | 99.84% |
02.05.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 118'000 | 118'000 | 49'747 | 49'747 | 102'318 CHF | 102'816 CHF | 100.00% | 100.00% |