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 | 0.33% | 3.03 CHF | 3.04 CHF | 56'000 | 56'000 | 55'958 | 55'958 | 168'934 CHF | 169'494 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 58'000 | 58'000 | 57'885 | 57'885 | 164'016 CHF | 164'596 CHF | 100.00% | 100.00% |
14.05.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 58'000 | 58'000 | 57'995 | 57'995 | 162'725 CHF | 163'305 CHF | 99.98% | 99.98% |
13.05.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 58'000 | 58'000 | 57'023 | 57'023 | 165'619 CHF | 166'189 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 56'000 | 56'000 | 56'400 | 56'400 | 164'562 CHF | 165'126 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 163'162 CHF | 163'742 CHF | 99.08% | 99.08% |
07.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 58'000 | 58'000 | 58'711 | 58'711 | 160'852 CHF | 161'439 CHF | 99.94% | 99.94% |
06.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 161'517 CHF | 162'117 CHF | 100.00% | 100.00% |
03.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 158'836 CHF | 159'436 CHF | 99.98% | 99.98% |
02.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 157'897 CHF | 158'497 CHF | 99.98% | 99.98% |