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 | 0.83% | 2.41 CHF | 2.43 CHF | 95'000 | 95'000 | 94'441 | 94'441 | 225'632 CHF | 227'522 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 2.36 CHF | 2.38 CHF | 94'000 | 94'000 | 94'935 | 94'935 | 230'631 CHF | 232'534 CHF | 100.00% | 100.00% |
14.05.2024 | 0.77% | 2.63 CHF | 2.65 CHF | 99'000 | 99'000 | 98'279 | 98'279 | 254'689 CHF | 256'655 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 2.52 CHF | 2.54 CHF | 97'000 | 97'000 | 96'596 | 96'596 | 241'496 CHF | 243'428 CHF | 99.86% | 99.86% |
10.05.2024 | 0.82% | 2.45 CHF | 2.47 CHF | 95'000 | 95'000 | 94'270 | 94'270 | 228'660 CHF | 230'545 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 2.49 CHF | 2.51 CHF | 96'000 | 96'000 | 95'036 | 95'036 | 233'412 CHF | 235'312 CHF | 98.93% | 98.93% |
07.05.2024 | 0.79% | 2.50 CHF | 2.52 CHF | 96'000 | 96'000 | 95'961 | 95'961 | 242'103 CHF | 244'023 CHF | 99.76% | 99.76% |
06.05.2024 | 0.79% | 2.55 CHF | 2.57 CHF | 97'000 | 97'000 | 96'059 | 96'059 | 241'888 CHF | 243'809 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 2.51 CHF | 2.53 CHF | 96'000 | 96'000 | 95'961 | 95'961 | 241'875 CHF | 243'794 CHF | 99.99% | 99.99% |
02.05.2024 | 0.78% | 2.59 CHF | 2.61 CHF | 97'000 | 97'000 | 96'516 | 96'516 | 245'991 CHF | 247'922 CHF | 98.56% | 98.56% |