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 | 0.76% | 2.59 CHF | 2.61 CHF | 95'000 | 95'000 | 94'440 | 94'440 | 246'923 CHF | 248'814 CHF | 100.00% | 100.00% |
15.05.2024 | 0.78% | 2.65 CHF | 2.67 CHF | 94'000 | 94'000 | 94'930 | 94'930 | 244'331 CHF | 246'234 CHF | 99.99% | 99.99% |
14.05.2024 | 0.83% | 2.37 CHF | 2.39 CHF | 99'000 | 99'000 | 98'281 | 98'281 | 236'725 CHF | 238'691 CHF | 99.96% | 99.96% |
13.05.2024 | 0.80% | 2.48 CHF | 2.50 CHF | 97'000 | 97'000 | 96'596 | 96'596 | 241'758 CHF | 243'690 CHF | 99.86% | 99.86% |
10.05.2024 | 0.77% | 2.57 CHF | 2.59 CHF | 95'000 | 95'000 | 94'270 | 94'270 | 244'145 CHF | 246'030 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 2.53 CHF | 2.55 CHF | 96'000 | 96'000 | 95'037 | 95'037 | 243'339 CHF | 245'240 CHF | 98.93% | 98.93% |
07.05.2024 | 0.80% | 2.52 CHF | 2.54 CHF | 96'000 | 96'000 | 95'926 | 95'926 | 239'165 CHF | 241'085 CHF | 99.89% | 99.89% |
06.05.2024 | 0.80% | 2.47 CHF | 2.49 CHF | 97'000 | 97'000 | 96'059 | 96'059 | 239'943 CHF | 241'865 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 2.51 CHF | 2.53 CHF | 96'000 | 96'000 | 95'960 | 95'960 | 239'762 CHF | 241'681 CHF | 99.99% | 99.99% |
02.05.2024 | 0.81% | 2.43 CHF | 2.45 CHF | 97'000 | 97'000 | 96'516 | 96'516 | 238'434 CHF | 240'364 CHF | 98.56% | 98.56% |