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 | 0.37% | 2.69 CHF | 2.70 CHF | 46'000 | 46'000 | 45'961 | 45'961 | 122'865 CHF | 123'325 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 46'000 | 46'000 | 45'894 | 45'894 | 120'625 CHF | 121'085 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.59 CHF | 2.60 CHF | 46'000 | 46'000 | 46'965 | 46'965 | 118'703 CHF | 119'173 CHF | 100.00% | 100.00% |
13.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 120'269 CHF | 120'739 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 120'406 CHF | 120'876 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 116'616 CHF | 117'086 CHF | 99.08% | 99.08% |
07.05.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 47'000 | 47'000 | 47'074 | 47'074 | 116'296 CHF | 116'767 CHF | 99.81% | 99.81% |
06.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 114'807 CHF | 115'287 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 112'455 CHF | 112'945 CHF | 99.98% | 99.98% |
02.05.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 110'676 CHF | 111'166 CHF | 100.00% | 100.00% |