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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.41% | 2.50 CHF | 2.51 CHF | 36'000 | 36'000 | 35'856 | 35'856 | 87'408 CHF | 87'768 CHF | 100.00% | 100.00% |
22.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 84'986 CHF | 85'356 CHF | 100.00% | 100.00% |
21.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 37'000 | 37'000 | 36'966 | 36'966 | 83'534 CHF | 83'904 CHF | 99.84% | 99.84% |
17.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 37'000 | 37'000 | 36'991 | 36'991 | 86'121 CHF | 86'491 CHF | 99.33% | 99.33% |
16.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 37'000 | 37'000 | 36'880 | 36'880 | 86'410 CHF | 86'779 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 37'000 | 37'000 | 36'926 | 36'926 | 85'914 CHF | 86'284 CHF | 100.00% | 100.00% |
14.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 37'000 | 37'000 | 36'999 | 36'999 | 84'352 CHF | 84'722 CHF | 99.97% | 99.97% |
13.05.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 84'857 CHF | 85'227 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 37'000 | 37'000 | 37'196 | 37'196 | 83'061 CHF | 83'433 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 80'738 CHF | 81'118 CHF | 99.08% | 99.08% |