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 | 0.99% | 2.05 CHF | 2.07 CHF | 95'000 | 95'000 | 94'440 | 94'440 | 190'856 CHF | 192'746 CHF | 100.00% | 100.00% |
15.05.2024 | 0.97% | 1.99 CHF | 2.01 CHF | 94'000 | 94'000 | 94'934 | 94'934 | 195'683 CHF | 197'586 CHF | 100.00% | 100.00% |
14.05.2024 | 0.90% | 2.26 CHF | 2.28 CHF | 99'000 | 99'000 | 98'279 | 98'279 | 218'503 CHF | 220'469 CHF | 99.96% | 99.96% |
13.05.2024 | 0.93% | 2.15 CHF | 2.17 CHF | 97'000 | 97'000 | 96'596 | 96'596 | 205'931 CHF | 207'862 CHF | 99.88% | 99.88% |
10.05.2024 | 0.97% | 2.08 CHF | 2.10 CHF | 95'000 | 95'000 | 94'270 | 94'270 | 193'936 CHF | 195'822 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 2.12 CHF | 2.14 CHF | 96'000 | 96'000 | 95'037 | 95'037 | 198'416 CHF | 200'317 CHF | 98.93% | 98.93% |
07.05.2024 | 0.93% | 2.13 CHF | 2.15 CHF | 96'000 | 96'000 | 95'962 | 95'962 | 206'733 CHF | 208'653 CHF | 99.75% | 99.75% |
06.05.2024 | 0.93% | 2.18 CHF | 2.20 CHF | 97'000 | 97'000 | 96'058 | 96'058 | 206'532 CHF | 208'453 CHF | 100.00% | 100.00% |
03.05.2024 | 0.92% | 2.14 CHF | 2.16 CHF | 96'000 | 96'000 | 95'961 | 95'961 | 206'540 CHF | 208'459 CHF | 99.98% | 99.98% |
02.05.2024 | 0.91% | 2.22 CHF | 2.24 CHF | 97'000 | 97'000 | 96'516 | 96'516 | 210'447 CHF | 212'377 CHF | 98.57% | 98.57% |