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 | 0.42% | 2.45 CHF | 2.46 CHF | 72'000 | 72'000 | 73'676 | 73'676 | 175'694 CHF | 176'432 CHF | 100.00% | 100.00% |
15.05.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 74'000 | 74'000 | 73'826 | 73'826 | 174'623 CHF | 175'363 CHF | 100.00% | 100.00% |
14.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 74'000 | 74'000 | 73'982 | 73'982 | 175'912 CHF | 176'652 CHF | 99.99% | 99.99% |
13.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 172'579 CHF | 173'319 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 174'435 CHF | 175'175 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 168'156 CHF | 168'916 CHF | 99.25% | 99.25% |
07.05.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 76'000 | 76'000 | 75'948 | 75'948 | 165'398 CHF | 166'158 CHF | 97.36% | 97.36% |
06.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 166'393 CHF | 167'153 CHF | 98.53% | 98.53% |
03.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 76'000 | 76'000 | 76'012 | 76'012 | 162'450 CHF | 163'210 CHF | 99.97% | 99.97% |
02.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 78'000 | 78'000 | 77'992 | 77'992 | 156'461 CHF | 157'241 CHF | 99.98% | 99.98% |