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 | 0.39% | 2.59 CHF | 2.60 CHF | 54'000 | 54'000 | 54'212 | 54'212 | 138'635 CHF | 139'178 CHF | 100.00% | 100.00% |
15.05.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 54'000 | 54'000 | 53'469 | 53'469 | 138'871 CHF | 139'407 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 52'000 | 52'000 | 53'187 | 53'187 | 139'726 CHF | 140'258 CHF | 99.99% | 99.99% |
13.05.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 55'000 | 55'000 | 55'850 | 55'850 | 137'035 CHF | 137'594 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 56'000 | 56'000 | 55'252 | 55'252 | 137'281 CHF | 137'833 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 56'000 | 56'000 | 55'991 | 55'991 | 138'189 CHF | 138'749 CHF | 99.06% | 99.06% |
07.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 56'000 | 56'000 | 55'997 | 55'997 | 137'279 CHF | 137'840 CHF | 99.66% | 99.66% |
06.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 56'000 | 56'000 | 56'520 | 56'520 | 136'609 CHF | 137'174 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 57'000 | 57'000 | 56'891 | 56'891 | 137'345 CHF | 137'914 CHF | 100.00% | 100.00% |
02.05.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 57'000 | 57'000 | 56'157 | 56'157 | 137'064 CHF | 137'625 CHF | 100.00% | 100.00% |