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 | 0.47% | 2.26 CHF | 2.27 CHF | 102'000 | 102'000 | 43'943 | 43'943 | 96'354 CHF | 96'795 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 2.16 CHF | 2.17 CHF | 104'000 | 104'000 | 44'381 | 44'381 | 92'706 CHF | 93'151 CHF | 100.00% | 100.00% |
14.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 108'000 | 108'000 | 45'821 | 45'821 | 89'188 CHF | 89'647 CHF | 99.89% | 99.89% |
13.05.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 108'000 | 108'000 | 45'475 | 45'475 | 87'639 CHF | 88'095 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 110'000 | 110'000 | 46'813 | 46'813 | 84'851 CHF | 85'320 CHF | 100.00% | 100.00% |
08.05.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 110'000 | 110'000 | 45'816 | 45'816 | 82'476 CHF | 82'935 CHF | 98.99% | 98.99% |
07.05.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 110'000 | 110'000 | 46'515 | 46'515 | 86'123 CHF | 86'589 CHF | 99.67% | 99.67% |
06.05.2024 | 0.58% | 1.80 CHF | 1.81 CHF | 110'000 | 110'000 | 46'681 | 46'681 | 82'837 CHF | 83'305 CHF | 100.00% | 100.00% |
03.05.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 116'000 | 116'000 | 49'305 | 49'305 | 76'075 CHF | 76'569 CHF | 99.82% | 99.82% |
02.05.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 118'000 | 118'000 | 49'739 | 49'739 | 71'351 CHF | 71'850 CHF | 99.99% | 99.99% |