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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 71'000 | 71'000 | 71'843 | 71'843 | 193'274 CHF | 193'993 CHF | 100.00% | 100.00% |
16.05.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 71'000 | 71'000 | 70'916 | 70'916 | 199'944 CHF | 200'654 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 72'000 | 72'000 | 72'114 | 72'114 | 191'492 CHF | 192'215 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 73'000 | 73'000 | 72'228 | 72'228 | 191'828 CHF | 192'550 CHF | 99.94% | 99.94% |
13.05.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 72'000 | 72'000 | 71'606 | 71'606 | 197'645 CHF | 198'361 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 71'000 | 71'000 | 71'447 | 71'447 | 199'107 CHF | 199'822 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 73'000 | 73'000 | 72'360 | 72'360 | 193'195 CHF | 193'918 CHF | 99.06% | 99.06% |
07.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 72'000 | 72'000 | 72'063 | 72'063 | 195'334 CHF | 196'055 CHF | 99.66% | 99.66% |
06.05.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 73'000 | 73'000 | 73'293 | 73'293 | 190'659 CHF | 191'392 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.53 CHF | 2.54 CHF | 74'000 | 74'000 | 74'660 | 74'660 | 183'422 CHF | 184'169 CHF | 99.96% | 99.96% |