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 | 0.55% | 1.82 CHF | 1.83 CHF | 77'000 | 77'000 | 76'402 | 76'402 | 139'725 CHF | 140'490 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 1.92 CHF | 1.93 CHF | 75'000 | 75'000 | 74'549 | 74'549 | 148'347 CHF | 149'094 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 75'000 | 75'000 | 74'154 | 74'154 | 150'884 CHF | 151'626 CHF | 99.99% | 99.99% |
13.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 151'149 CHF | 151'894 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 75'000 | 75'000 | 74'064 | 74'064 | 152'604 CHF | 153'345 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 76'000 | 76'000 | 76'282 | 76'282 | 142'656 CHF | 143'419 CHF | 99.06% | 99.06% |
07.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 76'000 | 76'000 | 75'928 | 75'928 | 143'318 CHF | 144'078 CHF | 99.66% | 99.66% |
06.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 76'000 | 76'000 | 76'199 | 76'199 | 144'065 CHF | 144'827 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.78 CHF | 1.79 CHF | 78'000 | 78'000 | 77'126 | 77'126 | 141'628 CHF | 142'400 CHF | 100.00% | 100.00% |
02.05.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 76'000 | 76'000 | 76'788 | 76'788 | 142'207 CHF | 142'975 CHF | 99.99% | 99.99% |