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 | 0.39% | 2.69 CHF | 2.70 CHF | 102'000 | 102'000 | 43'943 | 43'943 | 115'456 CHF | 115'897 CHF | 99.99% | 99.99% |
15.05.2024 | 0.41% | 2.60 CHF | 2.61 CHF | 104'000 | 104'000 | 44'384 | 44'384 | 112'003 CHF | 112'449 CHF | 100.00% | 100.00% |
14.05.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 108'000 | 108'000 | 45'824 | 45'824 | 109'202 CHF | 109'661 CHF | 99.89% | 99.89% |
13.05.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 108'000 | 108'000 | 45'478 | 45'478 | 107'464 CHF | 107'919 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.25 CHF | 2.26 CHF | 110'000 | 110'000 | 46'814 | 46'814 | 105'259 CHF | 105'727 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 2.23 CHF | 2.24 CHF | 110'000 | 110'000 | 45'818 | 45'818 | 102'508 CHF | 102'967 CHF | 98.99% | 98.99% |
07.05.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 110'000 | 110'000 | 46'518 | 46'518 | 106'393 CHF | 106'859 CHF | 99.67% | 99.67% |
06.05.2024 | 0.47% | 2.24 CHF | 2.25 CHF | 110'000 | 110'000 | 46'680 | 46'680 | 103'130 CHF | 103'598 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 116'000 | 116'000 | 49'303 | 49'303 | 97'502 CHF | 97'996 CHF | 99.82% | 99.82% |
02.05.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 118'000 | 118'000 | 49'730 | 49'730 | 93'120 CHF | 93'618 CHF | 99.98% | 99.98% |