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 | 0.71% | 2.55 CHF | 2.56 CHF | 96'000 | 96'000 | 38'419 | 38'419 | 98'033 CHF | 98'594 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 2.49 CHF | 2.50 CHF | 98'000 | 98'000 | 37'925 | 37'925 | 97'203 CHF | 97'752 CHF | 99.89% | 99.89% |
14.05.2024 | 0.68% | 2.63 CHF | 2.64 CHF | 94'000 | 94'000 | 36'614 | 36'614 | 95'897 CHF | 96'424 CHF | 99.89% | 99.89% |
13.05.2024 | 0.74% | 2.58 CHF | 2.59 CHF | 96'000 | 96'000 | 38'547 | 38'547 | 93'979 CHF | 94'537 CHF | 99.70% | 99.70% |
10.05.2024 | 0.48% | 2.29 CHF | 2.30 CHF | 102'000 | 102'000 | 41'137 | 41'137 | 89'667 CHF | 90'079 CHF | 99.93% | 99.93% |
08.05.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 102'000 | 102'000 | 39'621 | 39'621 | 89'087 CHF | 89'484 CHF | 98.98% | 98.98% |
07.05.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 102'000 | 102'000 | 39'103 | 39'103 | 88'274 CHF | 88'666 CHF | 99.25% | 99.25% |
06.05.2024 | 0.49% | 2.21 CHF | 2.22 CHF | 102'000 | 102'000 | 41'014 | 41'014 | 86'488 CHF | 86'899 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 2.00 CHF | 2.01 CHF | 108'000 | 108'000 | 43'142 | 43'142 | 83'651 CHF | 84'083 CHF | 99.92% | 99.92% |
02.05.2024 | 0.57% | 1.83 CHF | 1.84 CHF | 112'000 | 112'000 | 44'470 | 44'470 | 80'256 CHF | 80'701 CHF | 99.99% | 99.99% |