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 | 0.45% | 2.25 CHF | 2.26 CHF | 46'000 | 46'000 | 45'568 | 45'568 | 101'599 CHF | 102'055 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 46'000 | 46'000 | 45'963 | 45'963 | 104'332 CHF | 104'792 CHF | 100.00% | 100.00% |
14.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 48'000 | 48'000 | 47'244 | 47'244 | 114'984 CHF | 115'457 CHF | 99.32% | 99.32% |
13.05.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 47'000 | 47'000 | 46'486 | 46'486 | 108'922 CHF | 109'387 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 46'000 | 46'000 | 45'601 | 45'601 | 103'399 CHF | 103'856 CHF | 93.31% | 99.41% |
08.05.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 46'000 | 46'000 | 45'906 | 45'906 | 105'491 CHF | 105'950 CHF | 99.40% | 99.40% |
07.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 46'000 | 46'000 | 45'856 | 45'856 | 108'509 CHF | 108'968 CHF | 99.75% | 99.75% |
06.05.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 47'000 | 47'000 | 45'645 | 45'645 | 107'820 CHF | 108'277 CHF | 96.40% | 98.39% |
03.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 46'000 | 46'000 | 45'843 | 45'843 | 108'443 CHF | 108'902 CHF | 97.77% | 98.40% |
02.05.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 47'000 | 47'000 | 46'666 | 46'666 | 111'707 CHF | 112'174 CHF | 99.21% | 99.21% |