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 | 0.42% | 2.40 CHF | 2.41 CHF | 77'000 | 77'000 | 76'402 | 76'402 | 184'008 CHF | 184'773 CHF | 100.00% | 100.00% |
15.05.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 75'000 | 75'000 | 74'554 | 74'554 | 191'520 CHF | 192'268 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 75'000 | 75'000 | 74'153 | 74'153 | 193'751 CHF | 194'493 CHF | 100.00% | 100.00% |
13.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 194'157 CHF | 194'902 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 74'064 | 74'064 | 195'231 CHF | 195'971 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 76'000 | 76'000 | 76'283 | 76'283 | 186'567 CHF | 187'330 CHF | 99.06% | 99.06% |
07.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 76'000 | 76'000 | 75'959 | 75'959 | 187'119 CHF | 187'879 CHF | 99.58% | 99.58% |
06.05.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 76'000 | 76'000 | 76'199 | 76'199 | 187'863 CHF | 188'625 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 78'000 | 78'000 | 77'126 | 77'126 | 185'832 CHF | 186'603 CHF | 99.98% | 99.98% |
02.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 76'000 | 76'000 | 76'789 | 76'789 | 186'345 CHF | 187'113 CHF | 100.00% | 100.00% |