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 | - | 1.95 CHF | - CHF | 174'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
15.05.2024 | 0.43% | 2.03 CHF | 2.23 CHF | 176'000 | 180'000 | 55'259 | 55'259 | 128'699 CHF | 129'252 CHF | 64.33% | 99.95% |
14.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 182'000 | 182'000 | 81'694 | 81'694 | 198'735 CHF | 199'553 CHF | 99.66% | 99.66% |
13.05.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 183'000 | 183'000 | 82'631 | 82'631 | 201'011 CHF | 201'838 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 184'000 | 184'000 | 82'303 | 82'303 | 200'824 CHF | 201'648 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 183'000 | 183'000 | 80'289 | 80'289 | 193'520 CHF | 194'324 CHF | 99.06% | 99.06% |
07.05.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 183'000 | 183'000 | 81'734 | 81'734 | 194'433 CHF | 195'252 CHF | 99.67% | 99.67% |
06.05.2024 | 0.41% | 2.31 CHF | 2.32 CHF | 181'000 | 181'000 | 81'499 | 81'499 | 197'352 CHF | 198'168 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 189'000 | 189'000 | 85'440 | 85'440 | 229'844 CHF | 230'700 CHF | 99.77% | 99.77% |
02.05.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 193'000 | 193'000 | 87'778 | 87'778 | 260'149 CHF | 261'028 CHF | 99.99% | 99.99% |