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 | 0.39% | 2.59 CHF | 2.60 CHF | 56'000 | 56'000 | 55'953 | 55'953 | 144'443 CHF | 145'003 CHF | 100.00% | 100.00% |
15.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 58'000 | 58'000 | 57'872 | 57'872 | 138'666 CHF | 139'246 CHF | 100.00% | 100.00% |
14.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 58'000 | 58'000 | 57'995 | 57'995 | 137'400 CHF | 137'980 CHF | 100.00% | 100.00% |
13.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 58'000 | 58'000 | 57'024 | 57'024 | 140'712 CHF | 141'282 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 56'000 | 56'000 | 56'400 | 56'400 | 139'895 CHF | 140'459 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 137'858 CHF | 138'438 CHF | 99.09% | 99.09% |
07.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 58'000 | 58'000 | 58'713 | 58'713 | 135'280 CHF | 135'868 CHF | 99.81% | 99.81% |
06.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 135'315 CHF | 135'915 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 132'750 CHF | 133'350 CHF | 99.94% | 99.94% |
02.05.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 131'815 CHF | 132'415 CHF | 100.00% | 100.00% |