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 | 0.36% | 2.82 CHF | 2.83 CHF | 71'000 | 71'000 | 72'682 | 72'682 | 200'015 CHF | 200'742 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 2.79 CHF | 2.80 CHF | 73'000 | 73'000 | 72'855 | 72'855 | 199'038 CHF | 199'768 CHF | 99.99% | 99.99% |
14.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 73'000 | 73'000 | 72'996 | 72'996 | 200'350 CHF | 201'080 CHF | 100.00% | 100.00% |
13.05.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 73'000 | 73'000 | 73'000 | 73'000 | 196'964 CHF | 197'694 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 73'000 | 73'000 | 73'000 | 73'000 | 198'848 CHF | 199'578 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'333 CHF | 194'083 CHF | 99.25% | 99.25% |
07.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 75'000 | 75'000 | 74'968 | 74'968 | 190'613 CHF | 191'363 CHF | 97.36% | 97.36% |
06.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 191'522 CHF | 192'272 CHF | 98.55% | 98.55% |
03.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 75'000 | 75'000 | 75'012 | 75'012 | 187'588 CHF | 188'338 CHF | 99.97% | 99.97% |
02.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 77'000 | 77'000 | 76'992 | 76'992 | 182'368 CHF | 183'138 CHF | 100.00% | 100.00% |