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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 108'000 | 108'000 | 107'232 | 107'232 | 240'426 CHF | 241'502 CHF | 99.99% | 99.99% |
22.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 108'000 | 108'000 | 107'574 | 107'574 | 239'881 CHF | 240'957 CHF | 100.00% | 100.00% |
21.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 106'000 | 106'000 | 106'396 | 106'396 | 245'118 CHF | 246'183 CHF | 100.00% | 100.00% |
17.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 106'000 | 106'000 | 105'552 | 105'552 | 252'024 CHF | 253'080 CHF | 100.00% | 100.00% |
16.05.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 106'000 | 106'000 | 104'193 | 104'193 | 251'835 CHF | 252'878 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 98'000 | 98'000 | 97'615 | 97'615 | 241'609 CHF | 242'587 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 98'000 | 98'000 | 97'580 | 97'580 | 245'073 CHF | 246'049 CHF | 100.00% | 100.00% |
13.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 98'000 | 98'000 | 99'571 | 99'571 | 241'404 CHF | 242'400 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 100'000 | 100'000 | 100'357 | 100'357 | 237'794 CHF | 238'797 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 102'000 | 102'000 | 101'546 | 101'546 | 236'549 CHF | 237'564 CHF | 98.84% | 98.84% |