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 | 0.41% | 2.40 CHF | 2.41 CHF | 115'000 | 115'000 | 114'382 | 114'382 | 277'021 CHF | 278'166 CHF | 99.64% | 99.64% |
15.05.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 115'000 | 115'000 | 114'292 | 114'292 | 268'354 CHF | 269'500 CHF | 98.98% | 98.98% |
14.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 115'000 | 115'000 | 114'492 | 114'492 | 272'709 CHF | 273'854 CHF | 99.95% | 99.95% |
13.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 115'000 | 115'000 | 114'525 | 114'525 | 274'627 CHF | 275'772 CHF | 99.87% | 99.87% |
10.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 274'820 CHF | 275'965 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 110'000 | 110'000 | 109'888 | 109'888 | 256'532 CHF | 257'631 CHF | 98.92% | 98.92% |
07.05.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 110'000 | 110'000 | 114'162 | 114'162 | 260'766 CHF | 261'908 CHF | 99.81% | 99.81% |
06.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 254'042 CHF | 255'187 CHF | 99.97% | 99.97% |
03.05.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 115'000 | 115'000 | 114'525 | 114'525 | 248'546 CHF | 249'691 CHF | 99.79% | 99.79% |
02.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 253'046 CHF | 254'191 CHF | 100.00% | 100.00% |