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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 77'000 | 77'000 | 77'011 | 77'011 | 162'986 CHF | 163'756 CHF | 100.00% | 100.00% |
21.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 76'000 | 76'000 | 75'946 | 75'946 | 167'910 CHF | 168'670 CHF | 100.00% | 100.00% |
17.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 76'000 | 76'000 | 75'906 | 75'906 | 172'080 CHF | 172'839 CHF | 100.00% | 100.00% |
16.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 77'000 | 77'000 | 76'401 | 76'401 | 169'111 CHF | 169'876 CHF | 99.99% | 99.99% |
15.05.2024 | 0.42% | 2.30 CHF | 2.31 CHF | 75'000 | 75'000 | 74'549 | 74'549 | 176'977 CHF | 177'724 CHF | 100.00% | 100.00% |
14.05.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 75'000 | 75'000 | 74'154 | 74'154 | 179'372 CHF | 180'114 CHF | 99.99% | 99.99% |
13.05.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 179'712 CHF | 180'457 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 75'000 | 75'000 | 74'064 | 74'064 | 180'950 CHF | 181'691 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 76'000 | 76'000 | 76'281 | 76'281 | 171'783 CHF | 172'546 CHF | 99.06% | 99.06% |
07.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 76'000 | 76'000 | 75'964 | 75'964 | 172'370 CHF | 173'130 CHF | 99.57% | 99.57% |