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 | 0.72% | 2.18 CHF | 2.19 CHF | 118'000 | 118'000 | 53'179 | 53'179 | 114'384 CHF | 115'077 CHF | 100.00% | 100.00% |
15.05.2024 | 0.72% | 2.16 CHF | 2.17 CHF | 118'000 | 118'000 | 52'098 | 52'098 | 112'178 CHF | 112'856 CHF | 99.98% | 99.98% |
14.05.2024 | 0.72% | 2.15 CHF | 2.16 CHF | 116'000 | 116'000 | 51'987 | 51'987 | 111'065 CHF | 111'740 CHF | 99.89% | 99.89% |
13.05.2024 | 0.73% | 2.14 CHF | 2.15 CHF | 116'000 | 116'000 | 52'022 | 52'022 | 110'843 CHF | 111'518 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 2.14 CHF | 2.15 CHF | 116'000 | 116'000 | 52'171 | 52'171 | 112'581 CHF | 113'258 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 120'000 | 120'000 | 54'076 | 54'076 | 123'987 CHF | 124'529 CHF | 98.39% | 98.39% |
07.05.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 122'000 | 122'000 | 54'135 | 54'135 | 124'131 CHF | 124'674 CHF | 98.97% | 98.97% |
06.05.2024 | 0.68% | 2.26 CHF | 2.27 CHF | 120'000 | 120'000 | 53'687 | 53'687 | 120'604 CHF | 121'296 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 2.25 CHF | 2.26 CHF | 120'000 | 120'000 | 53'245 | 53'245 | 116'890 CHF | 117'581 CHF | 99.98% | 99.98% |
02.05.2024 | 0.70% | 2.25 CHF | 2.26 CHF | 118'000 | 118'000 | 52'565 | 52'565 | 116'794 CHF | 117'475 CHF | 100.00% | 100.00% |