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 | 0.92% | 2.19 CHF | 2.21 CHF | 45'800 | 45'800 | 45'238 | 45'238 | 99'316 CHF | 100'221 CHF | 100.00% | 100.00% |
15.05.2024 | 0.93% | 2.19 CHF | 2.21 CHF | 45'800 | 45'800 | 46'011 | 46'011 | 99'493 CHF | 100'414 CHF | 100.00% | 100.00% |
14.05.2024 | 0.93% | 2.18 CHF | 2.20 CHF | 46'100 | 46'100 | 46'198 | 46'198 | 99'691 CHF | 100'616 CHF | 99.02% | 99.02% |
13.05.2024 | 0.96% | 2.11 CHF | 2.13 CHF | 47'600 | 47'600 | 47'463 | 47'463 | 99'465 CHF | 100'415 CHF | 99.38% | 99.38% |
10.05.2024 | 0.93% | 2.11 CHF | 2.13 CHF | 47'500 | 47'500 | 46'301 | 46'301 | 99'550 CHF | 100'477 CHF | 99.61% | 99.61% |
08.05.2024 | 0.88% | 2.26 CHF | 2.28 CHF | 44'300 | 44'300 | 43'932 | 43'932 | 99'947 CHF | 100'826 CHF | 99.50% | 99.50% |
07.05.2024 | 0.88% | 2.26 CHF | 2.28 CHF | 44'300 | 44'300 | 43'456 | 43'456 | 99'334 CHF | 100'204 CHF | 99.71% | 99.71% |
06.05.2024 | 0.90% | 2.24 CHF | 2.26 CHF | 44'900 | 44'900 | 43'994 | 43'994 | 99'115 CHF | 99'997 CHF | 98.53% | 98.53% |
03.05.2024 | 0.88% | 2.24 CHF | 2.26 CHF | 44'800 | 44'800 | 44'279 | 44'279 | 100'008 CHF | 100'893 CHF | 98.70% | 98.70% |
02.05.2024 | 0.90% | 2.23 CHF | 2.25 CHF | 45'100 | 45'100 | 45'169 | 45'169 | 99'957 CHF | 100'861 CHF | 99.54% | 99.54% |