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 | 0.69% | 2.74 CHF | 2.76 CHF | 46'900 | 46'900 | 45'717 | 45'717 | 131'789 CHF | 132'704 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 2.84 CHF | 2.86 CHF | 45'000 | 45'000 | 44'648 | 44'648 | 131'815 CHF | 132'710 CHF | 100.00% | 100.00% |
14.05.2024 | 0.66% | 2.93 CHF | 2.95 CHF | 44'700 | 44'700 | 43'074 | 43'074 | 129'821 CHF | 130'683 CHF | 99.98% | 99.98% |
13.05.2024 | 0.63% | 3.08 CHF | 3.10 CHF | 42'000 | 42'000 | 41'880 | 41'880 | 133'108 CHF | 133'946 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 3.30 CHF | 3.32 CHF | 41'800 | 41'800 | 40'357 | 40'357 | 131'157 CHF | 131'964 CHF | 99.99% | 99.99% |
08.05.2024 | 0.60% | 3.33 CHF | 3.35 CHF | 40'600 | 40'600 | 40'539 | 40'539 | 134'945 CHF | 135'756 CHF | 99.16% | 99.16% |
07.05.2024 | 0.60% | 3.28 CHF | 3.30 CHF | 40'500 | 40'500 | 39'419 | 39'419 | 130'563 CHF | 131'352 CHF | 99.69% | 99.69% |
06.05.2024 | 0.57% | 3.40 CHF | 3.42 CHF | 38'700 | 38'700 | 38'098 | 38'098 | 132'412 CHF | 133'175 CHF | 100.00% | 100.00% |
03.05.2024 | 0.56% | 3.60 CHF | 3.62 CHF | 37'700 | 37'700 | 38'554 | 38'554 | 136'327 CHF | 137'098 CHF | 98.76% | 98.76% |
02.05.2024 | 0.59% | 3.37 CHF | 3.39 CHF | 39'100 | 39'100 | 42'710 | 42'710 | 145'471 CHF | 146'325 CHF | 99.98% | 99.98% |