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 | 0.39% | 2.62 CHF | 2.63 CHF | 108'000 | 108'000 | 107'470 | 107'470 | 277'353 CHF | 278'429 CHF | 100.00% | 100.00% |
15.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 108'000 | 108'000 | 107'891 | 107'891 | 274'341 CHF | 275'422 CHF | 99.19% | 99.19% |
14.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 112'000 | 112'000 | 115'455 | 115'455 | 271'950 CHF | 273'105 CHF | 99.99% | 99.99% |
13.05.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 266'646 CHF | 267'801 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 267'228 CHF | 268'383 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 116'000 | 116'000 | 115'494 | 115'494 | 268'129 CHF | 269'284 CHF | 99.09% | 99.09% |
07.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 116'000 | 116'000 | 115'460 | 115'460 | 268'173 CHF | 269'328 CHF | 99.81% | 99.81% |
06.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 268'228 CHF | 269'423 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 120'000 | 120'000 | 117'285 | 117'285 | 266'072 CHF | 267'245 CHF | 99.95% | 99.95% |
02.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 116'000 | 116'000 | 117'756 | 117'756 | 267'879 CHF | 269'056 CHF | 100.00% | 100.00% |