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% | 2.93 CHF | 2.94 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 133'884 CHF | 134'344 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 46'000 | 46'000 | 45'908 | 45'908 | 131'667 CHF | 132'127 CHF | 100.00% | 100.00% |
14.05.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 46'000 | 46'000 | 46'973 | 46'973 | 129'981 CHF | 130'451 CHF | 100.00% | 100.00% |
13.05.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 131'518 CHF | 131'988 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 131'640 CHF | 132'110 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 127'853 CHF | 128'323 CHF | 99.08% | 99.08% |
07.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 47'000 | 47'000 | 47'072 | 47'072 | 127'566 CHF | 128'036 CHF | 99.94% | 99.94% |
06.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 126'301 CHF | 126'781 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 124'151 CHF | 124'640 CHF | 100.00% | 100.00% |
02.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 122'354 CHF | 122'844 CHF | 99.99% | 99.99% |