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 | 0.45% | 2.22 CHF | 2.23 CHF | 52'000 | 52'000 | 51'936 | 51'936 | 114'211 CHF | 114'731 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 52'000 | 52'000 | 49'461 | 49'461 | 110'778 CHF | 111'274 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 48'000 | 48'000 | 50'068 | 50'068 | 112'194 CHF | 112'695 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 113'864 CHF | 114'384 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 112'831 CHF | 113'351 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 52'000 | 52'000 | 51'991 | 51'991 | 112'992 CHF | 113'512 CHF | 99.09% | 99.09% |
07.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 52'000 | 52'000 | 51'972 | 51'972 | 113'069 CHF | 113'589 CHF | 99.78% | 99.78% |
06.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 111'837 CHF | 112'357 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 111'083 CHF | 111'603 CHF | 99.98% | 99.98% |
02.05.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 109'539 CHF | 110'059 CHF | 100.00% | 100.00% |