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 | 0.40% | 2.59 CHF | 2.60 CHF | 71'000 | 71'000 | 72'682 | 72'682 | 183'371 CHF | 184'098 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 73'000 | 73'000 | 72'852 | 72'852 | 182'343 CHF | 183'073 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 73'000 | 73'000 | 72'996 | 72'996 | 183'637 CHF | 184'367 CHF | 99.96% | 99.96% |
13.05.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 73'000 | 73'000 | 73'000 | 73'000 | 180'296 CHF | 181'026 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 73'000 | 73'000 | 73'000 | 73'000 | 182'164 CHF | 182'894 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 176'207 CHF | 176'957 CHF | 99.25% | 99.25% |
07.05.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 74'968 | 74'968 | 173'483 CHF | 174'233 CHF | 97.36% | 97.36% |
06.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 174'381 CHF | 175'131 CHF | 98.52% | 98.52% |
03.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 75'012 | 75'012 | 170'444 CHF | 171'194 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 77'000 | 77'000 | 76'992 | 76'992 | 164'817 CHF | 165'586 CHF | 100.00% | 100.00% |