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 | 0.51% | 1.95 CHF | 1.96 CHF | 106'000 | 106'000 | 104'193 | 104'193 | 205'107 CHF | 206'150 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 98'000 | 98'000 | 97'606 | 97'606 | 197'852 CHF | 198'831 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 98'000 | 98'000 | 97'569 | 97'569 | 201'331 CHF | 202'307 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 98'000 | 98'000 | 99'571 | 99'571 | 196'897 CHF | 197'893 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 100'000 | 100'000 | 100'357 | 100'357 | 192'954 CHF | 193'957 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 102'000 | 102'000 | 101'546 | 101'546 | 191'270 CHF | 192'286 CHF | 98.84% | 98.84% |
07.05.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 98'000 | 98'000 | 99'081 | 99'081 | 199'119 CHF | 200'111 CHF | 97.92% | 97.92% |
06.05.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 99'106 | 99'106 | 199'702 CHF | 200'693 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 196'484 CHF | 197'480 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 196'034 CHF | 197'030 CHF | 100.00% | 100.00% |