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% | 2.69 CHF | 2.70 CHF | 77'000 | 77'000 | 76'402 | 76'402 | 206'371 CHF | 207'136 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 75'000 | 75'000 | 74'561 | 74'561 | 213'316 CHF | 214'063 CHF | 100.00% | 100.00% |
14.05.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 75'000 | 75'000 | 74'153 | 74'153 | 215'422 CHF | 216'163 CHF | 99.99% | 99.99% |
13.05.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 215'890 CHF | 216'635 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 75'000 | 75'000 | 74'064 | 74'064 | 216'831 CHF | 217'572 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 76'000 | 76'000 | 76'280 | 76'280 | 208'745 CHF | 209'508 CHF | 99.06% | 99.06% |
07.05.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 76'000 | 76'000 | 75'961 | 75'961 | 209'249 CHF | 210'009 CHF | 99.58% | 99.58% |
06.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 76'000 | 76'000 | 76'199 | 76'199 | 209'923 CHF | 210'685 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 78'000 | 78'000 | 77'126 | 77'126 | 208'231 CHF | 209'002 CHF | 99.99% | 99.99% |
02.05.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 76'000 | 76'000 | 76'789 | 76'789 | 208'669 CHF | 209'437 CHF | 100.00% | 100.00% |