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 | 0.51% | 1.95 CHF | 1.96 CHF | 37'000 | 37'000 | 36'877 | 36'877 | 71'615 CHF | 71'984 CHF | 100.00% | 100.00% |
15.05.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 37'000 | 37'000 | 36'917 | 36'917 | 71'126 CHF | 71'496 CHF | 100.00% | 100.00% |
14.05.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 37'000 | 37'000 | 36'992 | 36'992 | 69'500 CHF | 69'870 CHF | 100.00% | 100.00% |
13.05.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 70'057 CHF | 70'427 CHF | 100.00% | 100.00% |
10.05.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 37'000 | 37'000 | 37'196 | 37'196 | 68'183 CHF | 68'555 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 65'538 CHF | 65'918 CHF | 99.09% | 99.09% |
07.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 38'000 | 38'000 | 37'953 | 37'953 | 67'904 CHF | 68'284 CHF | 99.94% | 99.94% |
06.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 38'000 | 38'000 | 38'020 | 38'020 | 65'006 CHF | 65'386 CHF | 100.00% | 100.00% |
03.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 39'000 | 39'000 | 38'363 | 38'363 | 64'901 CHF | 65'284 CHF | 99.95% | 99.95% |
02.05.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 39'000 | 39'000 | 39'126 | 39'126 | 61'850 CHF | 62'242 CHF | 99.99% | 99.99% |