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 | 0.39% | 2.59 CHF | 2.60 CHF | 24'000 | 24'000 | 23'775 | 23'775 | 61'887 CHF | 62'125 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 24'000 | 24'000 | 23'775 | 23'775 | 60'339 CHF | 60'577 CHF | 100.00% | 100.00% |
14.05.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 24'000 | 24'000 | 23'826 | 23'826 | 60'743 CHF | 60'981 CHF | 99.04% | 99.04% |
13.05.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 26'000 | 26'000 | 25'756 | 25'756 | 49'289 CHF | 49'546 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 26'000 | 26'000 | 25'799 | 25'799 | 47'458 CHF | 47'716 CHF | 93.21% | 99.34% |
08.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 26'000 | 26'000 | 25'946 | 25'946 | 47'136 CHF | 47'395 CHF | 99.47% | 99.47% |
07.05.2024 | 0.58% | 1.83 CHF | 1.84 CHF | 26'000 | 26'000 | 26'207 | 26'207 | 45'612 CHF | 45'875 CHF | 99.67% | 99.67% |
06.05.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 26'000 | 26'000 | 25'861 | 25'861 | 44'884 CHF | 45'143 CHF | 98.56% | 98.56% |
03.05.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 27'000 | 27'000 | 26'880 | 26'880 | 44'724 CHF | 44'993 CHF | 97.56% | 97.56% |
02.05.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 27'000 | 27'000 | 26'871 | 26'871 | 44'147 CHF | 44'416 CHF | 99.17% | 99.17% |