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 | 0.40% | 2.49 CHF | 2.50 CHF | 46'000 | 46'000 | 45'567 | 45'567 | 114'392 CHF | 114'848 CHF | 100.00% | 100.00% |
15.05.2024 | 0.41% | 2.54 CHF | 2.55 CHF | 46'000 | 46'000 | 45'962 | 45'962 | 113'530 CHF | 113'990 CHF | 100.00% | 100.00% |
14.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 48'000 | 48'000 | 47'214 | 47'214 | 108'982 CHF | 109'455 CHF | 99.32% | 99.32% |
13.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 47'000 | 47'000 | 46'482 | 46'482 | 111'576 CHF | 112'042 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 46'000 | 46'000 | 45'538 | 45'538 | 113'497 CHF | 113'953 CHF | 93.89% | 100.00% |
08.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 46'000 | 46'000 | 45'773 | 45'773 | 112'786 CHF | 113'244 CHF | 99.60% | 99.60% |
07.05.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 46'000 | 46'000 | 45'876 | 45'876 | 109'982 CHF | 110'441 CHF | 99.79% | 99.79% |
06.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 47'000 | 47'000 | 45'658 | 45'658 | 109'676 CHF | 110'134 CHF | 100.00% | 100.00% |
03.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 46'000 | 46'000 | 45'575 | 45'575 | 109'501 CHF | 109'957 CHF | 98.17% | 98.81% |
02.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 47'000 | 47'000 | 46'557 | 46'557 | 110'561 CHF | 111'027 CHF | 99.60% | 99.60% |