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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 106'000 | 106'000 | 106'397 | 106'397 | 222'097 CHF | 223'162 CHF | 100.00% | 100.00% |
17.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 106'000 | 106'000 | 105'551 | 105'551 | 229'228 CHF | 230'283 CHF | 100.00% | 100.00% |
16.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 106'000 | 106'000 | 104'193 | 104'193 | 229'409 CHF | 230'452 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 98'000 | 98'000 | 97'614 | 97'614 | 220'611 CHF | 221'590 CHF | 100.00% | 100.00% |
14.05.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 98'000 | 98'000 | 97'568 | 97'568 | 223'940 CHF | 224'916 CHF | 99.99% | 99.99% |
13.05.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 98'000 | 98'000 | 99'571 | 99'571 | 219'914 CHF | 220'909 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 100'000 | 100'000 | 100'357 | 100'357 | 216'251 CHF | 217'255 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 102'000 | 102'000 | 101'546 | 101'546 | 214'749 CHF | 215'764 CHF | 98.83% | 98.83% |
07.05.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 98'000 | 98'000 | 99'112 | 99'112 | 222'074 CHF | 223'065 CHF | 97.85% | 97.85% |
06.05.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 100'000 | 100'000 | 99'106 | 99'106 | 222'575 CHF | 223'566 CHF | 100.00% | 100.00% |