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 | 0.41% | 2.44 CHF | 2.45 CHF | 77'000 | 77'000 | 76'401 | 76'401 | 187'274 CHF | 188'039 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 2.54 CHF | 2.55 CHF | 75'000 | 75'000 | 74'550 | 74'550 | 194'686 CHF | 195'433 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 75'000 | 75'000 | 74'153 | 74'153 | 196'959 CHF | 197'700 CHF | 99.98% | 99.98% |
13.05.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 197'369 CHF | 198'114 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 75'000 | 75'000 | 74'064 | 74'064 | 198'428 CHF | 199'169 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 76'000 | 76'000 | 76'283 | 76'283 | 189'798 CHF | 190'560 CHF | 99.06% | 99.06% |
07.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 76'000 | 76'000 | 75'957 | 75'957 | 190'366 CHF | 191'126 CHF | 99.58% | 99.58% |
06.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 76'000 | 76'000 | 76'199 | 76'199 | 191'141 CHF | 191'903 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 78'000 | 78'000 | 77'126 | 77'126 | 189'075 CHF | 189'846 CHF | 99.97% | 99.97% |
02.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 76'000 | 76'000 | 76'789 | 76'789 | 189'559 CHF | 190'327 CHF | 100.00% | 100.00% |