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 | 0.52% | 2.04 CHF | 2.05 CHF | 102'000 | 102'000 | 43'946 | 43'946 | 86'706 CHF | 87'147 CHF | 100.00% | 100.00% |
15.05.2024 | 0.55% | 1.94 CHF | 1.95 CHF | 104'000 | 104'000 | 44'382 | 44'382 | 82'950 CHF | 83'395 CHF | 100.00% | 100.00% |
14.05.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 108'000 | 108'000 | 45'821 | 45'821 | 79'093 CHF | 79'552 CHF | 99.90% | 99.90% |
13.05.2024 | 0.60% | 1.73 CHF | 1.74 CHF | 108'000 | 108'000 | 45'478 | 45'478 | 77'632 CHF | 78'087 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 110'000 | 110'000 | 46'815 | 46'815 | 74'538 CHF | 75'007 CHF | 100.00% | 100.00% |
08.05.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 110'000 | 110'000 | 45'817 | 45'817 | 72'388 CHF | 72'846 CHF | 98.99% | 98.99% |
07.05.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 110'000 | 110'000 | 46'515 | 46'515 | 75'892 CHF | 76'358 CHF | 99.67% | 99.67% |
06.05.2024 | 0.67% | 1.58 CHF | 1.59 CHF | 110'000 | 110'000 | 46'681 | 46'681 | 72'591 CHF | 73'058 CHF | 100.00% | 100.00% |
03.05.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 116'000 | 116'000 | 49'302 | 49'302 | 65'237 CHF | 65'731 CHF | 99.82% | 99.82% |
02.05.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 118'000 | 118'000 | 49'742 | 49'742 | 60'348 CHF | 60'847 CHF | 100.00% | 100.00% |