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% | 2.66 CHF | 2.67 CHF | 31'200 | 31'200 | 30'864 | 30'864 | 81'255 CHF | 81'564 CHF | 100.00% | 100.00% |
15.05.2024 | 0.39% | 2.47 CHF | 2.48 CHF | 30'700 | 30'700 | 30'520 | 30'520 | 77'899 CHF | 78'205 CHF | 99.99% | 99.99% |
14.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 30'500 | 30'500 | 30'674 | 30'674 | 76'257 CHF | 76'564 CHF | 99.99% | 99.99% |
13.05.2024 | 0.48% | 2.53 CHF | 2.55 CHF | 29'800 | 29'800 | 29'972 | 29'972 | 75'111 CHF | 75'470 CHF | 100.00% | 100.00% |
10.05.2024 | 0.66% | 2.61 CHF | 2.62 CHF | 30'100 | 30'100 | 29'912 | 29'912 | 79'897 CHF | 80'424 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 30'500 | 30'500 | 30'309 | 30'309 | 74'620 CHF | 74'923 CHF | 99.06% | 99.06% |
07.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 31'800 | 31'800 | 31'586 | 31'586 | 81'299 CHF | 81'615 CHF | 100.00% | 100.00% |
06.05.2024 | - | 2.40 CHF | 2.50 CHF | 3'300 | 3'300 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 32'900 | 32'900 | 32'698 | 32'698 | 77'932 CHF | 78'259 CHF | 99.99% | 99.99% |
02.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 33'200 | 33'200 | 33'329 | 33'329 | 77'226 CHF | 77'560 CHF | 100.00% | 100.00% |