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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 45'000 | 45'000 | 45'341 | 45'341 | 101'161 CHF | 101'615 CHF | 100.00% | 100.00% |
16.05.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 47'000 | 47'000 | 46'481 | 46'481 | 96'595 CHF | 97'060 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 1.97 CHF | 1.98 CHF | 47'000 | 47'000 | 46'754 | 46'754 | 94'706 CHF | 95'175 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 47'000 | 47'000 | 47'318 | 47'318 | 93'820 CHF | 94'293 CHF | 99.99% | 99.99% |
13.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 47'000 | 47'000 | 47'303 | 47'303 | 94'449 CHF | 94'922 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 47'000 | 47'000 | 46'707 | 46'707 | 98'188 CHF | 98'655 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 48'000 | 48'000 | 47'695 | 47'695 | 93'692 CHF | 94'169 CHF | 99.06% | 99.06% |
07.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 47'000 | 47'000 | 46'694 | 46'694 | 95'035 CHF | 95'502 CHF | 100.00% | 100.00% |
06.05.2024 | - | 1.92 CHF | 1.99 CHF | 5'000 | 5'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 91'155 CHF | 91'632 CHF | 99.99% | 99.99% |