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 | 0.48% | 2.45 CHF | 2.46 CHF | 17'800 | 17'800 | 17'310 | 17'310 | 41'285 CHF | 41'465 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 21'200 | 21'200 | 21'238 | 21'238 | 48'274 CHF | 48'487 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 24'500 | 24'500 | 24'459 | 24'459 | 44'283 CHF | 44'528 CHF | 99.71% | 99.71% |
13.05.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 24'200 | 24'200 | 23'998 | 23'998 | 42'156 CHF | 42'396 CHF | 99.45% | 99.45% |
10.05.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 24'100 | 24'100 | 23'841 | 23'841 | 42'166 CHF | 42'404 CHF | 99.99% | 99.99% |
08.05.2024 | 0.58% | 1.66 CHF | 1.67 CHF | 25'600 | 25'600 | 25'405 | 25'405 | 43'652 CHF | 43'906 CHF | 98.93% | 98.93% |
07.05.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 26'700 | 26'700 | 26'765 | 26'765 | 43'104 CHF | 43'371 CHF | 99.41% | 99.41% |
06.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 27'000 | 27'000 | 26'882 | 26'882 | 42'096 CHF | 42'364 CHF | 100.00% | 100.00% |
03.05.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 28'200 | 28'200 | 27'933 | 27'933 | 44'831 CHF | 45'111 CHF | 99.98% | 99.98% |
02.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 29'400 | 29'400 | 29'453 | 29'453 | 42'892 CHF | 43'186 CHF | 98.55% | 98.55% |