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 | 0.41% | 2.53 CHF | 2.54 CHF | 71'000 | 71'000 | 72'683 | 72'683 | 179'139 CHF | 179'866 CHF | 100.00% | 100.00% |
15.05.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 73'000 | 73'000 | 72'854 | 72'854 | 178'112 CHF | 178'842 CHF | 99.99% | 99.99% |
14.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 73'000 | 73'000 | 72'996 | 72'996 | 179'403 CHF | 180'133 CHF | 100.00% | 100.00% |
13.05.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 73'000 | 73'000 | 73'000 | 73'000 | 176'051 CHF | 176'781 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 73'000 | 73'000 | 73'000 | 73'000 | 177'903 CHF | 178'633 CHF | 99.99% | 99.99% |
08.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 171'888 CHF | 172'638 CHF | 99.25% | 99.25% |
07.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 75'000 | 75'000 | 74'967 | 74'967 | 169'194 CHF | 169'944 CHF | 97.36% | 97.36% |
06.05.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 170'054 CHF | 170'804 CHF | 98.42% | 98.42% |
03.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 75'000 | 75'000 | 75'012 | 75'012 | 166'170 CHF | 166'920 CHF | 99.94% | 99.94% |
02.05.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 77'000 | 77'000 | 76'992 | 76'992 | 160'462 CHF | 161'232 CHF | 99.98% | 99.98% |