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 | 0.44% | 2.24 CHF | 2.25 CHF | 115'000 | 115'000 | 114'384 | 114'384 | 259'276 CHF | 260'421 CHF | 99.67% | 99.67% |
15.05.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 115'000 | 115'000 | 114'278 | 114'278 | 250'608 CHF | 251'754 CHF | 98.14% | 98.14% |
14.05.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 115'000 | 115'000 | 114'490 | 114'490 | 254'932 CHF | 256'077 CHF | 99.80% | 99.80% |
13.05.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 256'916 CHF | 258'061 CHF | 99.99% | 99.99% |
10.05.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 257'128 CHF | 258'273 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 110'000 | 110'000 | 109'886 | 109'886 | 239'652 CHF | 240'751 CHF | 99.09% | 99.09% |
07.05.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 110'000 | 110'000 | 114'165 | 114'165 | 243'138 CHF | 244'281 CHF | 99.81% | 99.81% |
06.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 236'362 CHF | 237'507 CHF | 99.97% | 99.97% |
03.05.2024 | 0.49% | 1.97 CHF | 1.98 CHF | 115'000 | 115'000 | 114'524 | 114'524 | 230'900 CHF | 232'045 CHF | 99.57% | 99.57% |
02.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 235'351 CHF | 236'496 CHF | 100.00% | 100.00% |