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 | 0.50% | 2.13 CHF | 2.14 CHF | 102'000 | 102'000 | 43'946 | 43'946 | 90'750 CHF | 91'191 CHF | 100.00% | 100.00% |
15.05.2024 | 0.53% | 2.03 CHF | 2.04 CHF | 104'000 | 104'000 | 44'382 | 44'382 | 87'028 CHF | 87'473 CHF | 100.00% | 100.00% |
14.05.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 108'000 | 108'000 | 45'820 | 45'820 | 83'298 CHF | 83'758 CHF | 99.88% | 99.88% |
13.05.2024 | 0.57% | 1.82 CHF | 1.83 CHF | 108'000 | 108'000 | 45'478 | 45'478 | 81'802 CHF | 82'258 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 110'000 | 110'000 | 46'813 | 46'813 | 78'857 CHF | 79'326 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 110'000 | 110'000 | 45'814 | 45'814 | 76'590 CHF | 77'049 CHF | 98.99% | 98.99% |
07.05.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 110'000 | 110'000 | 46'513 | 46'513 | 80'179 CHF | 80'645 CHF | 99.67% | 99.67% |
06.05.2024 | 0.63% | 1.68 CHF | 1.69 CHF | 110'000 | 110'000 | 46'681 | 46'681 | 76'888 CHF | 77'355 CHF | 100.00% | 100.00% |
03.05.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 116'000 | 116'000 | 49'311 | 49'311 | 69'775 CHF | 70'269 CHF | 99.84% | 99.84% |
02.05.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 118'000 | 118'000 | 49'744 | 49'744 | 64'941 CHF | 65'439 CHF | 100.00% | 100.00% |