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 | 0.37% | 2.71 CHF | 2.72 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 310'525 CHF | 311'670 CHF | 99.33% | 99.33% |
16.05.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 115'000 | 115'000 | 114'385 | 114'385 | 307'504 CHF | 308'650 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 115'000 | 115'000 | 114'325 | 114'325 | 298'867 CHF | 300'012 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 115'000 | 115'000 | 114'491 | 114'491 | 303'155 CHF | 304'300 CHF | 100.00% | 100.00% |
13.05.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 305'059 CHF | 306'204 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 305'232 CHF | 306'377 CHF | 100.00% | 100.00% |
08.05.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 110'000 | 110'000 | 109'889 | 109'889 | 285'765 CHF | 286'864 CHF | 99.08% | 99.08% |
07.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 110'000 | 110'000 | 114'118 | 114'118 | 290'929 CHF | 292'072 CHF | 99.94% | 99.94% |
06.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 284'313 CHF | 285'458 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 278'752 CHF | 279'897 CHF | 99.98% | 99.98% |