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 | 0.45% | 2.23 CHF | 2.24 CHF | 156'000 | 156'000 | 153'749 | 153'749 | 343'424 CHF | 344'963 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 152'000 | 152'000 | 151'072 | 151'072 | 346'992 CHF | 348'506 CHF | 100.00% | 100.00% |
14.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 152'000 | 152'000 | 152'676 | 152'676 | 343'025 CHF | 344'552 CHF | 100.00% | 100.00% |
13.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 156'000 | 156'000 | 154'725 | 154'725 | 345'363 CHF | 346'911 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 156'000 | 156'000 | 154'887 | 154'887 | 346'918 CHF | 348'467 CHF | 99.99% | 99.99% |
08.05.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 152'000 | 152'000 | 152'121 | 152'121 | 343'735 CHF | 345'256 CHF | 99.09% | 99.09% |
07.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 152'000 | 152'000 | 152'718 | 152'718 | 343'423 CHF | 344'951 CHF | 99.94% | 99.94% |
06.05.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 337'286 CHF | 338'870 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 160'000 | 160'000 | 160'868 | 160'868 | 332'808 CHF | 334'416 CHF | 99.97% | 99.97% |
02.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 164'000 | 164'000 | 162'545 | 162'545 | 331'581 CHF | 333'206 CHF | 100.00% | 100.00% |