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 | 0.42% | 2.51 CHF | 2.52 CHF | 102'000 | 102'000 | 43'939 | 43'939 | 107'398 CHF | 107'839 CHF | 99.99% | 99.99% |
15.05.2024 | 0.44% | 2.41 CHF | 2.42 CHF | 104'000 | 104'000 | 44'385 | 44'385 | 103'888 CHF | 104'333 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 108'000 | 108'000 | 45'823 | 45'823 | 100'754 CHF | 101'213 CHF | 99.89% | 99.89% |
13.05.2024 | 0.47% | 2.20 CHF | 2.21 CHF | 108'000 | 108'000 | 45'477 | 45'477 | 99'090 CHF | 99'545 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 110'000 | 110'000 | 46'813 | 46'813 | 96'646 CHF | 97'115 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 110'000 | 110'000 | 45'801 | 45'801 | 94'016 CHF | 94'475 CHF | 99.06% | 99.06% |
07.05.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 110'000 | 110'000 | 46'513 | 46'513 | 97'852 CHF | 98'318 CHF | 99.67% | 99.67% |
06.05.2024 | 0.51% | 2.06 CHF | 2.07 CHF | 110'000 | 110'000 | 46'681 | 46'681 | 94'583 CHF | 95'050 CHF | 100.00% | 100.00% |
03.05.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 116'000 | 116'000 | 49'308 | 49'308 | 88'466 CHF | 88'959 CHF | 99.82% | 99.82% |
02.05.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 118'000 | 118'000 | 49'717 | 49'717 | 83'872 CHF | 84'370 CHF | 99.99% | 99.99% |