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 | 0.34% | 2.92 CHF | 2.93 CHF | 56'000 | 56'000 | 55'957 | 55'957 | 162'663 CHF | 163'223 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 58'000 | 58'000 | 57'887 | 57'887 | 157'636 CHF | 158'216 CHF | 100.00% | 100.00% |
14.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 58'000 | 58'000 | 57'996 | 57'996 | 156'341 CHF | 156'921 CHF | 99.98% | 99.98% |
13.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 58'000 | 58'000 | 57'023 | 57'023 | 159'308 CHF | 159'878 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 56'000 | 56'000 | 56'401 | 56'401 | 158'258 CHF | 158'822 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 156'780 CHF | 157'360 CHF | 99.09% | 99.09% |
07.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 58'000 | 58'000 | 58'710 | 58'710 | 154'449 CHF | 155'037 CHF | 99.94% | 99.94% |
06.05.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 154'976 CHF | 155'576 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 152'341 CHF | 152'941 CHF | 99.99% | 99.99% |
02.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 151'397 CHF | 151'997 CHF | 99.99% | 99.99% |