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 | 0.38% | 2.67 CHF | 2.68 CHF | 54'000 | 54'000 | 54'212 | 54'212 | 142'649 CHF | 143'192 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 54'000 | 54'000 | 53'476 | 53'476 | 142'843 CHF | 143'379 CHF | 99.99% | 99.99% |
14.05.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 52'000 | 52'000 | 53'187 | 53'187 | 143'645 CHF | 144'177 CHF | 100.00% | 100.00% |
13.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 55'000 | 55'000 | 55'850 | 55'850 | 141'160 CHF | 141'719 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 56'000 | 56'000 | 55'252 | 55'252 | 141'430 CHF | 141'982 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 56'000 | 56'000 | 55'991 | 55'991 | 142'941 CHF | 143'501 CHF | 99.06% | 99.06% |
07.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 56'000 | 56'000 | 55'997 | 55'997 | 141'971 CHF | 142'531 CHF | 99.66% | 99.66% |
06.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 56'000 | 56'000 | 56'520 | 56'520 | 141'320 CHF | 141'885 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 57'000 | 57'000 | 56'891 | 56'891 | 142'081 CHF | 142'650 CHF | 100.00% | 100.00% |
02.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 57'000 | 57'000 | 56'157 | 56'157 | 141'752 CHF | 142'313 CHF | 100.00% | 100.00% |