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 | 0.38% | 2.70 CHF | 2.71 CHF | 69'000 | 69'000 | 68'114 | 68'114 | 183'071 CHF | 183'753 CHF | 99.92% | 99.92% |
15.05.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 69'000 | 69'000 | 68'817 | 68'817 | 179'806 CHF | 180'495 CHF | 100.00% | 100.00% |
14.05.2024 | 0.37% | 2.62 CHF | 2.63 CHF | 69'000 | 69'000 | 67'669 | 67'669 | 182'032 CHF | 182'709 CHF | 97.22% | 97.22% |
13.05.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 68'000 | 68'000 | 67'361 | 67'361 | 180'604 CHF | 181'279 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 68'000 | 68'000 | 66'376 | 66'376 | 183'797 CHF | 184'461 CHF | 99.61% | 99.61% |
08.05.2024 | 0.39% | 2.67 CHF | 2.68 CHF | 68'000 | 68'000 | 68'206 | 68'206 | 176'312 CHF | 176'994 CHF | 100.00% | 100.00% |
07.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 69'000 | 69'000 | 67'629 | 67'629 | 178'802 CHF | 179'479 CHF | 100.00% | 100.00% |
06.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 68'000 | 68'000 | 67'363 | 67'363 | 181'142 CHF | 181'816 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 68'000 | 68'000 | 66'830 | 66'830 | 181'147 CHF | 181'816 CHF | 98.84% | 98.84% |
02.05.2024 | 0.36% | 2.69 CHF | 2.70 CHF | 68'000 | 68'000 | 66'392 | 66'392 | 183'551 CHF | 184'216 CHF | 99.63% | 99.63% |