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 | 0.38% | 2.65 CHF | 2.66 CHF | 52'000 | 52'000 | 51'935 | 51'935 | 136'405 CHF | 136'925 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 52'000 | 52'000 | 49'457 | 49'457 | 131'880 CHF | 132'376 CHF | 100.00% | 100.00% |
14.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 48'000 | 48'000 | 50'068 | 50'068 | 133'666 CHF | 134'167 CHF | 100.00% | 100.00% |
13.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 136'095 CHF | 136'615 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 135'130 CHF | 135'650 CHF | 100.00% | 100.00% |
08.05.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 52'000 | 52'000 | 51'991 | 51'991 | 135'048 CHF | 135'568 CHF | 99.09% | 99.09% |
07.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 52'000 | 52'000 | 51'972 | 51'972 | 135'123 CHF | 135'643 CHF | 99.78% | 99.78% |
06.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 133'905 CHF | 134'425 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 133'263 CHF | 133'783 CHF | 99.97% | 99.97% |
02.05.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 131'652 CHF | 132'172 CHF | 99.99% | 99.99% |