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 | 0.44% | 2.36 CHF | 2.37 CHF | 71'000 | 71'000 | 72'683 | 72'683 | 166'692 CHF | 167'419 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 73'000 | 73'000 | 72'854 | 72'854 | 165'620 CHF | 166'350 CHF | 100.00% | 100.00% |
14.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 73'000 | 73'000 | 72'996 | 72'996 | 166'846 CHF | 167'576 CHF | 99.96% | 99.96% |
13.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 73'000 | 73'000 | 73'000 | 73'000 | 163'531 CHF | 164'261 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 73'000 | 73'000 | 73'000 | 73'000 | 165'401 CHF | 166'131 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 158'983 CHF | 159'733 CHF | 99.25% | 99.25% |
07.05.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 75'000 | 75'000 | 74'967 | 74'967 | 156'265 CHF | 157'015 CHF | 97.36% | 97.36% |
06.05.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 157'199 CHF | 157'949 CHF | 98.52% | 98.52% |
03.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 75'000 | 75'000 | 75'012 | 75'012 | 153'275 CHF | 154'025 CHF | 99.97% | 99.97% |
02.05.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 77'000 | 77'000 | 76'992 | 76'992 | 147'137 CHF | 147'907 CHF | 100.00% | 100.00% |