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 | 0.87% | 2.27 CHF | 2.29 CHF | 64'000 | 64'000 | 62'997 | 62'997 | 144'391 CHF | 145'651 CHF | 100.00% | 100.00% |
15.05.2024 | 0.91% | 2.30 CHF | 2.32 CHF | 63'000 | 63'000 | 64'007 | 64'007 | 140'058 CHF | 141'341 CHF | 100.00% | 100.00% |
14.05.2024 | 0.94% | 2.08 CHF | 2.10 CHF | 66'000 | 66'000 | 65'043 | 65'043 | 137'104 CHF | 138'405 CHF | 99.99% | 99.99% |
13.05.2024 | 0.94% | 2.12 CHF | 2.14 CHF | 65'000 | 65'000 | 64'953 | 64'953 | 137'579 CHF | 138'878 CHF | 99.86% | 99.86% |
10.05.2024 | 0.92% | 2.20 CHF | 2.22 CHF | 64'000 | 64'000 | 64'458 | 64'458 | 139'227 CHF | 140'516 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 2.10 CHF | 2.12 CHF | 65'000 | 65'000 | 65'039 | 65'039 | 137'230 CHF | 138'531 CHF | 98.93% | 98.93% |
07.05.2024 | 0.96% | 2.08 CHF | 2.10 CHF | 66'000 | 66'000 | 65'852 | 65'852 | 136'392 CHF | 137'710 CHF | 99.88% | 99.88% |
06.05.2024 | 0.98% | 2.04 CHF | 2.06 CHF | 66'000 | 66'000 | 66'000 | 66'000 | 134'602 CHF | 135'922 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 2.04 CHF | 2.06 CHF | 66'000 | 66'000 | 66'792 | 66'792 | 132'450 CHF | 133'786 CHF | 99.95% | 99.95% |
02.05.2024 | 1.00% | 1.90 CHF | 1.92 CHF | 68'000 | 68'000 | 66'934 | 66'934 | 133'314 CHF | 134'653 CHF | 98.56% | 98.56% |