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 | 0.36% | 2.79 CHF | 2.80 CHF | 56'000 | 56'000 | 55'957 | 55'957 | 155'672 CHF | 156'232 CHF | 100.00% | 100.00% |
15.05.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 58'000 | 58'000 | 57'886 | 57'886 | 150'263 CHF | 150'843 CHF | 100.00% | 100.00% |
14.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 58'000 | 58'000 | 57'994 | 57'994 | 148'979 CHF | 149'559 CHF | 100.00% | 100.00% |
13.05.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 58'000 | 58'000 | 57'023 | 57'023 | 152'114 CHF | 152'684 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 56'000 | 56'000 | 56'401 | 56'401 | 151'182 CHF | 151'746 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 149'424 CHF | 150'004 CHF | 99.08% | 99.08% |
07.05.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 58'000 | 58'000 | 58'710 | 58'710 | 146'948 CHF | 147'535 CHF | 99.94% | 99.94% |
06.05.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 147'280 CHF | 147'880 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 144'631 CHF | 145'231 CHF | 99.97% | 99.97% |
02.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 143'708 CHF | 144'308 CHF | 100.00% | 100.00% |