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 | 0.48% | 2.07 CHF | 2.08 CHF | 77'000 | 77'000 | 76'402 | 76'402 | 159'352 CHF | 160'117 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 75'000 | 75'000 | 74'551 | 74'551 | 167'501 CHF | 168'248 CHF | 100.00% | 100.00% |
14.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 75'000 | 75'000 | 74'153 | 74'153 | 169'913 CHF | 170'655 CHF | 99.97% | 99.97% |
13.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 170'217 CHF | 170'963 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 74'064 | 74'064 | 171'463 CHF | 172'204 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 76'000 | 76'000 | 76'282 | 76'282 | 162'107 CHF | 162'870 CHF | 99.06% | 99.06% |
07.05.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 76'000 | 76'000 | 75'939 | 75'939 | 162'676 CHF | 163'436 CHF | 99.64% | 99.64% |
06.05.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 76'000 | 76'000 | 76'199 | 76'199 | 163'438 CHF | 164'200 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 78'000 | 78'000 | 77'126 | 77'126 | 161'197 CHF | 161'968 CHF | 99.97% | 99.97% |
02.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 76'000 | 76'000 | 76'789 | 76'789 | 161'780 CHF | 162'548 CHF | 100.00% | 100.00% |