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 | 0.53% | 1.95 CHF | 1.96 CHF | 39'500 | 39'500 | 38'851 | 38'851 | 73'180 CHF | 73'569 CHF | 100.00% | 100.00% |
15.05.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 39'300 | 39'300 | 39'132 | 39'132 | 72'094 CHF | 72'486 CHF | 100.00% | 100.00% |
14.05.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 36'600 | 36'600 | 36'449 | 36'449 | 63'054 CHF | 63'418 CHF | 99.95% | 99.95% |
13.05.2024 | 0.50% | 1.87 CHF | 1.88 CHF | 32'400 | 32'400 | 32'858 | 32'858 | 65'216 CHF | 65'545 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 33'200 | 33'200 | 33'332 | 33'332 | 72'214 CHF | 72'548 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 41'200 | 41'200 | 41'021 | 41'021 | 93'638 CHF | 94'048 CHF | 99.06% | 99.06% |
07.05.2024 | 0.51% | 1.84 CHF | 1.85 CHF | 35'700 | 35'700 | 36'101 | 36'101 | 70'291 CHF | 70'652 CHF | 97.66% | 97.66% |
06.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 34'800 | 34'800 | 34'488 | 34'488 | 66'075 CHF | 66'420 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 33'100 | 33'100 | 32'964 | 32'964 | 67'555 CHF | 67'884 CHF | 99.99% | 99.99% |
02.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 34'700 | 34'700 | 34'557 | 34'557 | 71'968 CHF | 72'314 CHF | 99.99% | 99.99% |