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 | 0.37% | 2.70 CHF | 2.71 CHF | 56'000 | 56'000 | 55'955 | 55'955 | 150'334 CHF | 150'894 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 58'000 | 58'000 | 57'883 | 57'883 | 144'815 CHF | 145'395 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 58'000 | 58'000 | 57'994 | 57'994 | 143'453 CHF | 144'033 CHF | 100.00% | 100.00% |
13.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 58'000 | 58'000 | 57'023 | 57'023 | 146'715 CHF | 147'285 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 56'000 | 56'000 | 56'401 | 56'401 | 145'835 CHF | 146'399 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 143'925 CHF | 144'505 CHF | 99.09% | 99.09% |
07.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 58'000 | 58'000 | 58'711 | 58'711 | 141'421 CHF | 142'008 CHF | 99.94% | 99.94% |
06.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 141'690 CHF | 142'290 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 139'010 CHF | 139'610 CHF | 100.00% | 100.00% |
02.05.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 138'070 CHF | 138'670 CHF | 100.00% | 100.00% |