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 | 0.48% | 2.09 CHF | 2.10 CHF | 230'000 | 230'000 | 228'007 | 228'007 | 480'817 CHF | 483'110 CHF | 100.00% | 100.00% |
22.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 230'000 | 230'000 | 229'052 | 229'052 | 492'419 CHF | 494'710 CHF | 100.00% | 100.00% |
21.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 230'000 | 230'000 | 228'676 | 228'676 | 494'461 CHF | 496'751 CHF | 100.00% | 100.00% |
17.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 230'000 | 230'000 | 229'056 | 229'056 | 485'962 CHF | 488'253 CHF | 99.33% | 99.33% |
16.05.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 235'000 | 235'000 | 229'919 | 229'919 | 485'880 CHF | 488'181 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 230'000 | 230'000 | 228'593 | 228'593 | 492'123 CHF | 494'413 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 230'000 | 230'000 | 230'047 | 230'047 | 486'697 CHF | 488'997 CHF | 100.00% | 100.00% |
13.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 230'000 | 230'000 | 233'074 | 233'074 | 491'083 CHF | 493'414 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 235'000 | 235'000 | 230'320 | 230'320 | 488'456 CHF | 490'759 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 235'000 | 235'000 | 233'991 | 233'991 | 479'413 CHF | 481'754 CHF | 99.15% | 99.15% |