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 | 0.54% | 1.86 CHF | 1.87 CHF | 76'000 | 76'000 | 75'933 | 75'933 | 139'955 CHF | 140'715 CHF | 100.00% | 100.00% |
15.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 76'000 | 76'000 | 75'848 | 75'848 | 140'465 CHF | 141'225 CHF | 99.98% | 99.98% |
14.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 76'000 | 76'000 | 75'985 | 75'985 | 139'340 CHF | 140'100 CHF | 100.00% | 100.00% |
13.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 138'436 CHF | 139'196 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 138'277 CHF | 139'037 CHF | 100.00% | 100.00% |
08.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 76'000 | 76'000 | 76'829 | 76'829 | 137'386 CHF | 138'155 CHF | 99.14% | 99.14% |
07.05.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 80'000 | 80'000 | 79'828 | 79'828 | 141'689 CHF | 142'488 CHF | 99.85% | 99.85% |
06.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 80'000 | 80'000 | 79'727 | 79'727 | 141'804 CHF | 142'602 CHF | 100.00% | 100.00% |
03.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 142'287 CHF | 143'087 CHF | 99.98% | 99.98% |
02.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 141'173 CHF | 141'973 CHF | 100.00% | 100.00% |