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% | 1.93 CHF | 1.94 CHF | 76'000 | 76'000 | 75'934 | 75'934 | 145'868 CHF | 146'628 CHF | 100.00% | 100.00% |
15.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 76'000 | 76'000 | 75'849 | 75'849 | 146'220 CHF | 146'980 CHF | 100.00% | 100.00% |
14.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 76'000 | 76'000 | 75'986 | 75'986 | 145'071 CHF | 145'831 CHF | 100.00% | 100.00% |
13.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 144'203 CHF | 144'963 CHF | 100.00% | 100.00% |
10.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 144'110 CHF | 144'870 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 76'000 | 76'000 | 76'829 | 76'829 | 143'454 CHF | 144'222 CHF | 99.15% | 99.15% |
07.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 80'000 | 80'000 | 79'827 | 79'827 | 147'946 CHF | 148'745 CHF | 99.85% | 99.85% |
06.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 80'000 | 80'000 | 79'727 | 79'727 | 148'010 CHF | 148'807 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 148'313 CHF | 149'113 CHF | 100.00% | 100.00% |
02.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 147'271 CHF | 148'071 CHF | 100.00% | 100.00% |