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 | 0.92% | 2.15 CHF | 2.17 CHF | 95'000 | 95'000 | 94'442 | 94'442 | 205'726 CHF | 207'616 CHF | 100.00% | 100.00% |
15.05.2024 | 0.94% | 2.21 CHF | 2.23 CHF | 94'000 | 94'000 | 94'946 | 94'946 | 202'997 CHF | 204'900 CHF | 100.00% | 100.00% |
14.05.2024 | 1.01% | 1.94 CHF | 1.96 CHF | 99'000 | 99'000 | 98'278 | 98'278 | 194'106 CHF | 196'072 CHF | 99.99% | 99.99% |
13.05.2024 | 0.96% | 2.05 CHF | 2.07 CHF | 97'000 | 97'000 | 96'596 | 96'596 | 199'811 CHF | 201'743 CHF | 99.88% | 99.88% |
10.05.2024 | 0.92% | 2.13 CHF | 2.15 CHF | 95'000 | 95'000 | 94'271 | 94'271 | 203'085 CHF | 204'971 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 2.09 CHF | 2.11 CHF | 96'000 | 96'000 | 95'037 | 95'037 | 201'946 CHF | 203'847 CHF | 98.93% | 98.93% |
07.05.2024 | 0.97% | 2.08 CHF | 2.10 CHF | 96'000 | 96'000 | 95'924 | 95'924 | 197'416 CHF | 199'337 CHF | 99.88% | 99.88% |
06.05.2024 | 0.96% | 2.03 CHF | 2.05 CHF | 97'000 | 97'000 | 96'059 | 96'059 | 198'235 CHF | 200'156 CHF | 100.00% | 100.00% |
03.05.2024 | 0.96% | 2.07 CHF | 2.09 CHF | 96'000 | 96'000 | 95'960 | 95'960 | 198'004 CHF | 199'924 CHF | 100.00% | 100.00% |
02.05.2024 | 0.98% | 2.00 CHF | 2.02 CHF | 97'000 | 97'000 | 96'515 | 96'515 | 196'543 CHF | 198'474 CHF | 98.55% | 98.55% |