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 | 0.53% | 1.95 CHF | 1.96 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 66'146 CHF | 66'494 CHF | 100.00% | 100.00% |
15.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 35'000 | 35'000 | 34'672 | 34'670 | 66'097 CHF | 66'441 CHF | 100.00% | 100.00% |
14.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 35'000 | 35'000 | 34'775 | 34'774 | 67'748 CHF | 68'094 CHF | 99.54% | 99.54% |
13.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 66'926 CHF | 67'273 CHF | 100.00% | 100.00% |
10.05.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 35'000 | 35'000 | 34'672 | 34'672 | 66'009 CHF | 66'356 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 35'000 | 35'000 | 34'671 | 34'671 | 70'549 CHF | 70'896 CHF | 100.00% | 100.00% |
07.05.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 35'000 | 35'000 | 34'674 | 34'674 | 73'596 CHF | 73'943 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 35'000 | 35'000 | 34'663 | 34'663 | 76'482 CHF | 76'829 CHF | 97.14% | 97.14% |
03.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 35'000 | 35'000 | 34'746 | 34'746 | 78'989 CHF | 79'336 CHF | 98.16% | 98.16% |
02.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 35'000 | 35'000 | 34'863 | 34'863 | 80'246 CHF | 80'595 CHF | 99.39% | 99.39% |