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 | 0.42% | 2.42 CHF | 2.43 CHF | 108'000 | 108'000 | 107'470 | 107'470 | 256'226 CHF | 257'302 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 108'000 | 108'000 | 107'892 | 107'892 | 253'159 CHF | 254'240 CHF | 99.19% | 99.19% |
14.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 112'000 | 112'000 | 115'453 | 115'453 | 249'032 CHF | 250'187 CHF | 100.00% | 100.00% |
13.05.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 243'673 CHF | 244'829 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 244'366 CHF | 245'522 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 116'000 | 116'000 | 115'494 | 115'494 | 245'254 CHF | 246'409 CHF | 99.09% | 99.09% |
07.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 116'000 | 116'000 | 115'463 | 115'463 | 245'563 CHF | 246'718 CHF | 99.81% | 99.81% |
06.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 244'828 CHF | 246'023 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 120'000 | 120'000 | 117'287 | 117'287 | 242'924 CHF | 244'097 CHF | 99.99% | 99.99% |
02.05.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 116'000 | 116'000 | 117'756 | 117'756 | 244'594 CHF | 245'771 CHF | 99.99% | 99.99% |