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 | 0.37% | 2.81 CHF | 2.82 CHF | 174'000 | 174'000 | 78'556 | 78'556 | 218'979 CHF | 219'768 CHF | 99.90% | 99.90% |
15.05.2024 | 0.41% | 2.73 CHF | 2.74 CHF | 176'000 | 176'000 | 81'195 | 81'195 | 205'817 CHF | 206'631 CHF | 98.48% | 99.98% |
14.05.2024 | 0.44% | 2.39 CHF | 2.40 CHF | 182'000 | 182'000 | 79'721 | 79'721 | 186'894 CHF | 187'693 CHF | 97.77% | 99.65% |
13.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 183'000 | 183'000 | 83'603 | 83'603 | 195'598 CHF | 196'436 CHF | 96.41% | 99.93% |
10.05.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 184'000 | 184'000 | 82'305 | 82'305 | 192'440 CHF | 193'264 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 183'000 | 183'000 | 80'316 | 80'316 | 190'988 CHF | 191'792 CHF | 98.98% | 98.98% |
07.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 183'000 | 183'000 | 81'589 | 81'589 | 196'022 CHF | 196'840 CHF | 99.53% | 99.53% |
06.05.2024 | 0.44% | 2.47 CHF | 2.48 CHF | 181'000 | 181'000 | 81'462 | 81'462 | 191'464 CHF | 192'279 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 2.13 CHF | 2.14 CHF | 189'000 | 189'000 | 85'502 | 85'502 | 178'666 CHF | 179'522 CHF | 99.84% | 99.84% |
02.05.2024 | 0.55% | 1.91 CHF | 1.92 CHF | 193'000 | 193'000 | 87'813 | 87'813 | 162'603 CHF | 163'482 CHF | 99.99% | 99.99% |