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 | 0.48% | 2.07 CHF | 2.08 CHF | 110'000 | 110'000 | 109'923 | 109'923 | 227'259 CHF | 228'359 CHF | 99.75% | 99.75% |
15.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 110'000 | 110'000 | 109'771 | 109'771 | 229'916 CHF | 231'016 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 110'000 | 110'000 | 109'980 | 109'980 | 227'908 CHF | 229'008 CHF | 99.99% | 99.99% |
13.05.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 120'000 | 120'000 | 119'891 | 119'891 | 236'751 CHF | 237'950 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 230'339 CHF | 231'539 CHF | 100.00% | 100.00% |
08.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 120'000 | 120'000 | 119'979 | 119'979 | 219'347 CHF | 220'547 CHF | 99.09% | 99.09% |
07.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 120'000 | 120'000 | 121'848 | 121'848 | 219'655 CHF | 220'874 CHF | 99.94% | 99.94% |
06.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 228'164 CHF | 229'464 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.79 CHF | 1.80 CHF | 130'000 | 130'000 | 122'708 | 122'708 | 228'028 CHF | 229'256 CHF | 99.04% | 99.04% |
02.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 229'670 CHF | 230'870 CHF | 100.00% | 100.00% |