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 | 0.84% | 2.35 CHF | 2.37 CHF | 64'000 | 64'000 | 62'998 | 62'998 | 149'467 CHF | 150'728 CHF | 100.00% | 100.00% |
15.05.2024 | 0.88% | 2.38 CHF | 2.40 CHF | 63'000 | 63'000 | 64'010 | 64'010 | 145'270 CHF | 146'553 CHF | 100.00% | 100.00% |
14.05.2024 | 0.91% | 2.16 CHF | 2.18 CHF | 66'000 | 66'000 | 65'044 | 65'044 | 142'447 CHF | 143'748 CHF | 100.00% | 100.00% |
13.05.2024 | 0.90% | 2.21 CHF | 2.23 CHF | 65'000 | 65'000 | 64'952 | 64'952 | 142'898 CHF | 144'198 CHF | 99.83% | 99.83% |
10.05.2024 | 0.89% | 2.28 CHF | 2.30 CHF | 64'000 | 64'000 | 64'458 | 64'458 | 144'509 CHF | 145'798 CHF | 100.00% | 100.00% |
08.05.2024 | 0.91% | 2.18 CHF | 2.20 CHF | 65'000 | 65'000 | 65'039 | 65'039 | 142'577 CHF | 143'878 CHF | 98.93% | 98.93% |
07.05.2024 | 0.93% | 2.16 CHF | 2.18 CHF | 66'000 | 66'000 | 65'853 | 65'853 | 141'828 CHF | 143'146 CHF | 99.88% | 99.88% |
06.05.2024 | 0.94% | 2.13 CHF | 2.15 CHF | 66'000 | 66'000 | 66'000 | 66'000 | 140'072 CHF | 141'392 CHF | 100.00% | 100.00% |
03.05.2024 | 0.96% | 2.12 CHF | 2.14 CHF | 66'000 | 66'000 | 66'793 | 66'793 | 138'041 CHF | 139'377 CHF | 99.97% | 99.97% |
02.05.2024 | 0.96% | 1.99 CHF | 2.01 CHF | 68'000 | 68'000 | 66'934 | 66'934 | 138'908 CHF | 140'246 CHF | 98.53% | 98.53% |