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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 77'000 | 77'000 | 77'010 | 77'010 | 191'797 CHF | 192'567 CHF | 100.00% | 100.00% |
21.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 76'000 | 76'000 | 75'948 | 75'948 | 196'351 CHF | 197'112 CHF | 99.99% | 99.99% |
17.05.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 76'000 | 76'000 | 75'906 | 75'906 | 200'474 CHF | 201'233 CHF | 100.00% | 100.00% |
16.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 77'000 | 77'000 | 76'401 | 76'401 | 197'518 CHF | 198'283 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 75'000 | 75'000 | 74'552 | 74'552 | 204'690 CHF | 205'437 CHF | 100.00% | 100.00% |
14.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75'000 | 75'000 | 74'154 | 74'154 | 206'839 CHF | 207'580 CHF | 100.00% | 100.00% |
13.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 207'279 CHF | 208'024 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 75'000 | 75'000 | 74'064 | 74'064 | 208'316 CHF | 209'057 CHF | 100.00% | 100.00% |
08.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 76'000 | 76'000 | 76'283 | 76'283 | 199'951 CHF | 200'714 CHF | 99.06% | 99.06% |
07.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 76'000 | 76'000 | 75'935 | 75'935 | 200'354 CHF | 201'114 CHF | 99.64% | 99.64% |