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 | 0.40% | 2.56 CHF | 2.57 CHF | 108'000 | 108'000 | 107'470 | 107'470 | 271'256 CHF | 272'332 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 108'000 | 108'000 | 107'882 | 107'882 | 268'201 CHF | 269'283 CHF | 99.42% | 99.42% |
14.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 112'000 | 112'000 | 115'454 | 115'454 | 265'158 CHF | 266'312 CHF | 100.00% | 100.00% |
13.05.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 259'804 CHF | 260'960 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 260'824 CHF | 261'980 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 116'000 | 116'000 | 115'497 | 115'497 | 261'623 CHF | 262'778 CHF | 99.09% | 99.09% |
07.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 116'000 | 116'000 | 115'460 | 115'460 | 261'660 CHF | 262'816 CHF | 99.81% | 99.81% |
06.05.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 261'461 CHF | 262'656 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 120'000 | 120'000 | 117'288 | 117'288 | 259'226 CHF | 260'399 CHF | 99.98% | 99.98% |
02.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 116'000 | 116'000 | 117'755 | 117'755 | 260'984 CHF | 262'161 CHF | 100.00% | 100.00% |