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 | 0.42% | 2.47 CHF | 2.48 CHF | 174'000 | 174'000 | 78'225 | 78'225 | 191'869 CHF | 192'654 CHF | 99.57% | 99.96% |
15.05.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 176'000 | 176'000 | 176'938 | 176'938 | 412'213 CHF | 413'982 CHF | 12.00% | 99.98% |
14.05.2024 | 0.51% | 2.06 CHF | 1.97 CHF | 182'000 | 184'000 | 63'148 | 63'148 | 126'143 CHF | 126'776 CHF | 84.27% | 99.66% |
13.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 183'000 | 183'000 | 72'984 | 72'984 | 147'556 CHF | 148'288 CHF | 86.82% | 99.94% |
10.05.2024 | - | 1.99 CHF | - CHF | 184'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.05.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 183'000 | 183'000 | 80'317 | 80'317 | 163'955 CHF | 164'759 CHF | 98.99% | 98.99% |
07.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 183'000 | 183'000 | 81'594 | 81'594 | 168'616 CHF | 169'434 CHF | 99.53% | 99.53% |
06.05.2024 | 0.52% | 2.13 CHF | 2.14 CHF | 181'000 | 181'000 | 81'495 | 81'495 | 164'237 CHF | 165'053 CHF | 100.00% | 100.00% |
03.05.2024 | 0.59% | 1.79 CHF | 1.80 CHF | 189'000 | 189'000 | 85'496 | 85'496 | 149'961 CHF | 150'817 CHF | 99.82% | 99.82% |
02.05.2024 | 0.67% | 1.57 CHF | 1.58 CHF | 193'000 | 193'000 | 87'769 | 87'769 | 132'909 CHF | 133'788 CHF | 99.94% | 99.94% |