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 | 0.34% | 2.93 CHF | 2.94 CHF | 71'000 | 71'000 | 70'916 | 70'916 | 208'744 CHF | 209'454 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 72'000 | 72'000 | 72'123 | 72'123 | 200'388 CHF | 201'110 CHF | 100.00% | 100.00% |
14.05.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 73'000 | 73'000 | 72'229 | 72'229 | 200'702 CHF | 201'424 CHF | 99.96% | 99.96% |
13.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 72'000 | 72'000 | 71'606 | 71'606 | 206'470 CHF | 207'186 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 71'000 | 71'000 | 71'447 | 71'447 | 207'859 CHF | 208'573 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 73'000 | 73'000 | 72'357 | 72'357 | 202'046 CHF | 202'770 CHF | 99.06% | 99.06% |
07.05.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 72'000 | 72'000 | 72'058 | 72'058 | 204'150 CHF | 204'871 CHF | 99.66% | 99.66% |
06.05.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 73'000 | 73'000 | 73'293 | 73'293 | 199'594 CHF | 200'327 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.66 CHF | 2.67 CHF | 74'000 | 74'000 | 74'660 | 74'660 | 192'481 CHF | 193'228 CHF | 99.99% | 99.99% |
02.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 76'000 | 76'000 | 75'184 | 75'184 | 188'058 CHF | 188'810 CHF | 99.98% | 99.98% |