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 | 0.53% | 1.92 CHF | 1.93 CHF | 120'000 | 120'000 | 118'480 | 118'480 | 227'733 CHF | 228'921 CHF | 99.12% | 99.12% |
15.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 120'000 | 120'000 | 118'480 | 118'480 | 237'794 CHF | 238'982 CHF | 99.40% | 99.40% |
14.05.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 120'000 | 120'000 | 118'875 | 118'875 | 230'832 CHF | 232'022 CHF | 99.58% | 99.58% |
13.05.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 120'000 | 120'000 | 117'117 | 117'117 | 225'485 CHF | 226'659 CHF | 99.95% | 99.95% |
10.05.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 120'000 | 120'000 | 118'794 | 118'794 | 229'583 CHF | 230'772 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 120'000 | 120'000 | 118'644 | 118'644 | 232'762 CHF | 233'950 CHF | 98.74% | 98.74% |
07.05.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 120'000 | 120'000 | 118'515 | 118'515 | 230'807 CHF | 231'995 CHF | 99.02% | 99.02% |
06.05.2024 | 0.57% | 1.84 CHF | 1.85 CHF | 120'000 | 120'000 | 125'892 | 125'892 | 225'416 CHF | 226'676 CHF | 99.45% | 99.45% |
03.05.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 130'000 | 130'000 | 128'299 | 128'299 | 219'232 CHF | 220'517 CHF | 96.56% | 96.56% |
02.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 130'000 | 130'000 | 128'690 | 128'690 | 214'767 CHF | 216'056 CHF | 99.72% | 99.72% |