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 | 0.37% | 2.72 CHF | 2.73 CHF | 77'000 | 77'000 | 76'402 | 76'402 | 208'399 CHF | 209'164 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 75'000 | 75'000 | 74'551 | 74'551 | 215'235 CHF | 215'983 CHF | 100.00% | 100.00% |
14.05.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 75'000 | 75'000 | 74'153 | 74'153 | 217'368 CHF | 218'110 CHF | 99.97% | 99.97% |
13.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 217'827 CHF | 218'573 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 75'000 | 75'000 | 74'064 | 74'064 | 218'736 CHF | 219'476 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 76'000 | 76'000 | 76'282 | 76'282 | 210'752 CHF | 211'515 CHF | 99.06% | 99.06% |
07.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 76'000 | 76'000 | 75'957 | 75'957 | 211'158 CHF | 211'918 CHF | 99.58% | 99.58% |
06.05.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 76'000 | 76'000 | 76'199 | 76'199 | 211'956 CHF | 212'718 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 78'000 | 78'000 | 77'127 | 77'127 | 210'268 CHF | 211'040 CHF | 100.00% | 100.00% |
02.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 76'000 | 76'000 | 76'789 | 76'789 | 210'677 CHF | 211'445 CHF | 100.00% | 100.00% |