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 | 0.46% | 2.15 CHF | 2.16 CHF | 77'000 | 77'000 | 76'401 | 76'401 | 165'269 CHF | 166'034 CHF | 99.99% | 99.99% |
15.05.2024 | 0.43% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 74'560 | 74'560 | 173'225 CHF | 173'973 CHF | 100.00% | 100.00% |
14.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 75'000 | 75'000 | 74'153 | 74'153 | 175'614 CHF | 176'355 CHF | 99.99% | 99.99% |
13.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 175'948 CHF | 176'693 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 74'064 | 74'064 | 177'144 CHF | 177'885 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 76'000 | 76'000 | 76'283 | 76'283 | 167'958 CHF | 168'721 CHF | 99.06% | 99.06% |
07.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 76'000 | 76'000 | 75'935 | 75'935 | 168'489 CHF | 169'249 CHF | 99.64% | 99.64% |
06.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 76'000 | 76'000 | 76'199 | 76'199 | 169'274 CHF | 170'036 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 78'000 | 78'000 | 77'126 | 77'126 | 167'149 CHF | 167'920 CHF | 100.00% | 100.00% |
02.05.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 76'000 | 76'000 | 76'789 | 76'789 | 167'696 CHF | 168'464 CHF | 100.00% | 100.00% |