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 | 0.77% | 2.36 CHF | 2.37 CHF | 87'000 | 87'000 | 39'178 | 39'178 | 91'675 CHF | 92'271 CHF | 100.00% | 100.00% |
15.05.2024 | 0.77% | 2.33 CHF | 2.34 CHF | 88'000 | 88'000 | 39'342 | 39'342 | 91'603 CHF | 92'201 CHF | 100.00% | 100.00% |
14.05.2024 | 0.76% | 2.30 CHF | 2.31 CHF | 88'000 | 88'000 | 39'181 | 39'181 | 92'399 CHF | 92'993 CHF | 100.00% | 100.00% |
13.05.2024 | 0.76% | 2.37 CHF | 2.38 CHF | 87'000 | 87'000 | 39'102 | 39'102 | 92'070 CHF | 92'663 CHF | 100.00% | 100.00% |
10.05.2024 | 0.77% | 2.34 CHF | 2.35 CHF | 87'000 | 87'000 | 39'359 | 39'359 | 91'714 CHF | 92'312 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 2.30 CHF | 2.31 CHF | 88'000 | 88'000 | 39'217 | 39'217 | 90'027 CHF | 90'623 CHF | 98.39% | 98.39% |
07.05.2024 | 0.79% | 2.27 CHF | 2.28 CHF | 88'000 | 88'000 | 39'696 | 39'696 | 90'301 CHF | 90'902 CHF | 98.97% | 98.97% |
06.05.2024 | 0.80% | 2.23 CHF | 2.24 CHF | 89'000 | 89'000 | 40'498 | 40'498 | 90'862 CHF | 91'476 CHF | 98.95% | 98.95% |
03.05.2024 | 0.80% | 2.23 CHF | 2.24 CHF | 89'000 | 89'000 | 40'405 | 40'405 | 89'931 CHF | 90'544 CHF | 99.73% | 99.73% |
02.05.2024 | 0.79% | 2.26 CHF | 2.27 CHF | 88'000 | 88'000 | 39'562 | 39'562 | 89'459 CHF | 90'059 CHF | 99.99% | 99.99% |