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 | 0.47% | 2.12 CHF | 2.13 CHF | 106'000 | 106'000 | 104'193 | 104'193 | 222'847 CHF | 223'890 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 98'000 | 98'000 | 97'617 | 97'617 | 214'481 CHF | 215'459 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 98'000 | 98'000 | 97'568 | 97'568 | 217'950 CHF | 218'926 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 98'000 | 98'000 | 99'571 | 99'571 | 213'791 CHF | 214'786 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 100'000 | 100'000 | 100'357 | 100'357 | 210'019 CHF | 211'022 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 102'000 | 102'000 | 101'546 | 101'546 | 208'489 CHF | 209'505 CHF | 98.84% | 98.84% |
07.05.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 98'000 | 98'000 | 99'111 | 99'111 | 215'992 CHF | 216'984 CHF | 97.85% | 97.85% |
06.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 100'000 | 100'000 | 99'106 | 99'106 | 216'419 CHF | 217'410 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 213'313 CHF | 214'309 CHF | 100.00% | 100.00% |
02.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 212'860 CHF | 213'856 CHF | 100.00% | 100.00% |