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 | 0.76% | 2.07 CHF | 2.08 CHF | 118'000 | 118'000 | 53'162 | 53'162 | 108'699 CHF | 109'392 CHF | 100.00% | 100.00% |
15.05.2024 | 0.76% | 2.06 CHF | 2.07 CHF | 118'000 | 118'000 | 52'094 | 52'094 | 106'627 CHF | 107'304 CHF | 99.98% | 99.98% |
14.05.2024 | 0.76% | 2.04 CHF | 2.05 CHF | 116'000 | 116'000 | 51'987 | 51'987 | 105'539 CHF | 106'215 CHF | 99.89% | 99.89% |
13.05.2024 | 0.76% | 2.03 CHF | 2.04 CHF | 116'000 | 116'000 | 52'023 | 52'023 | 105'248 CHF | 105'924 CHF | 100.00% | 100.00% |
10.05.2024 | 0.75% | 2.04 CHF | 2.05 CHF | 116'000 | 116'000 | 52'172 | 52'172 | 107'050 CHF | 107'727 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 120'000 | 120'000 | 54'077 | 54'077 | 118'173 CHF | 118'715 CHF | 98.39% | 98.39% |
07.05.2024 | 0.47% | 2.21 CHF | 2.22 CHF | 122'000 | 122'000 | 54'138 | 54'138 | 118'379 CHF | 118'922 CHF | 98.97% | 98.97% |
06.05.2024 | 0.71% | 2.16 CHF | 2.17 CHF | 120'000 | 120'000 | 53'937 | 53'937 | 115'455 CHF | 116'148 CHF | 98.95% | 98.95% |
03.05.2024 | 0.74% | 2.14 CHF | 2.15 CHF | 120'000 | 120'000 | 53'251 | 53'251 | 111'287 CHF | 111'978 CHF | 99.99% | 99.99% |
02.05.2024 | 0.74% | 2.15 CHF | 2.16 CHF | 118'000 | 118'000 | 52'566 | 52'566 | 111'154 CHF | 111'835 CHF | 100.00% | 100.00% |