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 | 0.36% | 2.84 CHF | 2.85 CHF | 108'900 | 108'900 | 109'761 | 109'761 | 305'272 CHF | 306'370 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 110'500 | 110'500 | 110'329 | 110'329 | 304'095 CHF | 305'201 CHF | 100.00% | 100.00% |
14.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 110'700 | 110'700 | 112'076 | 112'076 | 306'548 CHF | 307'669 CHF | 100.00% | 100.00% |
13.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 113'000 | 113'000 | 113'060 | 113'060 | 303'056 CHF | 304'187 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 113'200 | 113'200 | 114'463 | 114'463 | 304'431 CHF | 305'576 CHF | 100.00% | 100.00% |
08.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 114'100 | 114'100 | 114'159 | 114'159 | 301'156 CHF | 302'298 CHF | 99.15% | 99.15% |
07.05.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 114'200 | 114'200 | 115'261 | 115'261 | 304'755 CHF | 305'908 CHF | 99.69% | 99.69% |
06.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 116'000 | 116'000 | 116'542 | 116'542 | 302'539 CHF | 303'705 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 117'000 | 117'000 | 116'024 | 116'024 | 299'372 CHF | 300'532 CHF | 98.78% | 98.78% |
02.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 115'500 | 115'500 | 111'771 | 111'771 | 293'012 CHF | 294'130 CHF | 100.00% | 100.00% |