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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 261'044 CHF | 262'080 CHF | 100.00% | 100.00% |
21.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 104'000 | 104'000 | 103'442 | 103'442 | 257'220 CHF | 258'256 CHF | 100.00% | 100.00% |
17.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 104'000 | 104'000 | 103'909 | 103'909 | 253'817 CHF | 254'857 CHF | 99.33% | 99.33% |
16.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 108'000 | 108'000 | 107'470 | 107'470 | 253'046 CHF | 254'121 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 108'000 | 108'000 | 107'885 | 107'885 | 249'960 CHF | 251'041 CHF | 99.42% | 99.42% |
14.05.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 112'000 | 112'000 | 115'454 | 115'454 | 245'654 CHF | 246'809 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 240'281 CHF | 241'436 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 241'392 CHF | 242'547 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 116'000 | 116'000 | 115'494 | 115'494 | 242'253 CHF | 243'409 CHF | 99.09% | 99.09% |
07.05.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 116'000 | 116'000 | 115'426 | 115'426 | 242'081 CHF | 243'236 CHF | 99.94% | 99.94% |