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 | 0.44% | 2.27 CHF | 2.28 CHF | 77'000 | 77'000 | 76'402 | 76'402 | 174'355 CHF | 175'120 CHF | 100.00% | 100.00% |
15.05.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 74'552 | 74'552 | 182'066 CHF | 182'814 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 75'000 | 75'000 | 74'154 | 74'154 | 184'406 CHF | 185'148 CHF | 99.98% | 99.98% |
13.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 184'773 CHF | 185'519 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 75'000 | 75'000 | 74'064 | 74'064 | 185'920 CHF | 186'661 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 76'000 | 76'000 | 76'282 | 76'282 | 176'973 CHF | 177'736 CHF | 99.06% | 99.06% |
07.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 76'000 | 76'000 | 75'937 | 75'937 | 177'502 CHF | 178'262 CHF | 99.64% | 99.64% |
06.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 76'000 | 76'000 | 76'199 | 76'199 | 178'298 CHF | 179'060 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 78'000 | 78'000 | 77'126 | 77'126 | 176'260 CHF | 177'031 CHF | 100.00% | 100.00% |
02.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 76'000 | 76'000 | 76'789 | 76'789 | 176'643 CHF | 177'411 CHF | 99.99% | 99.99% |