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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 277'703 CHF | 278'848 CHF | 99.33% | 99.33% |
16.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 115'000 | 115'000 | 114'385 | 114'385 | 274'980 CHF | 276'125 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 115'000 | 115'000 | 114'329 | 114'329 | 266'370 CHF | 267'515 CHF | 100.00% | 100.00% |
14.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 115'000 | 115'000 | 114'492 | 114'492 | 270'587 CHF | 271'732 CHF | 100.00% | 100.00% |
13.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 272'582 CHF | 273'727 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 272'723 CHF | 273'868 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 110'000 | 110'000 | 109'886 | 109'886 | 254'602 CHF | 255'702 CHF | 99.08% | 99.08% |
07.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 110'000 | 110'000 | 114'164 | 114'164 | 258'725 CHF | 259'868 CHF | 99.81% | 99.81% |
06.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 251'986 CHF | 253'132 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 246'414 CHF | 247'559 CHF | 99.98% | 99.98% |