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 | 0.88% | 2.29 CHF | 2.31 CHF | 95'000 | 95'000 | 94'440 | 94'440 | 214'075 CHF | 215'966 CHF | 100.00% | 100.00% |
15.05.2024 | 0.87% | 2.24 CHF | 2.26 CHF | 94'000 | 94'000 | 94'935 | 94'935 | 219'065 CHF | 220'968 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 2.51 CHF | 2.53 CHF | 99'000 | 99'000 | 98'279 | 98'279 | 242'753 CHF | 244'719 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 2.40 CHF | 2.42 CHF | 97'000 | 97'000 | 96'596 | 96'596 | 229'765 CHF | 231'697 CHF | 99.85% | 99.85% |
10.05.2024 | 0.86% | 2.33 CHF | 2.35 CHF | 95'000 | 95'000 | 94'270 | 94'270 | 217'154 CHF | 219'039 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 2.37 CHF | 2.39 CHF | 96'000 | 96'000 | 95'036 | 95'036 | 221'822 CHF | 223'723 CHF | 98.93% | 98.93% |
07.05.2024 | 0.83% | 2.38 CHF | 2.40 CHF | 96'000 | 96'000 | 95'961 | 95'961 | 230'416 CHF | 232'336 CHF | 99.74% | 99.74% |
06.05.2024 | 0.83% | 2.43 CHF | 2.45 CHF | 97'000 | 97'000 | 96'059 | 96'059 | 230'203 CHF | 232'124 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 2.39 CHF | 2.41 CHF | 96'000 | 96'000 | 95'961 | 95'961 | 230'204 CHF | 232'123 CHF | 99.97% | 99.97% |
02.05.2024 | 0.82% | 2.47 CHF | 2.49 CHF | 97'000 | 97'000 | 96'515 | 96'515 | 234'229 CHF | 236'159 CHF | 98.53% | 98.53% |