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 | 0.45% | 2.28 CHF | 2.29 CHF | 108'000 | 108'000 | 107'470 | 107'470 | 240'396 CHF | 241'472 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 2.23 CHF | 2.24 CHF | 108'000 | 108'000 | 107'889 | 107'889 | 237'573 CHF | 238'654 CHF | 99.17% | 99.17% |
14.05.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 112'000 | 112'000 | 115'454 | 115'454 | 232'317 CHF | 233'472 CHF | 100.00% | 100.00% |
13.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 227'062 CHF | 228'217 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 227'793 CHF | 228'948 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 116'000 | 116'000 | 115'496 | 115'496 | 228'720 CHF | 229'876 CHF | 99.08% | 99.08% |
07.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 116'000 | 116'000 | 115'423 | 115'423 | 228'906 CHF | 230'062 CHF | 99.94% | 99.94% |
06.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 227'703 CHF | 228'898 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 120'000 | 120'000 | 117'288 | 117'288 | 226'028 CHF | 227'201 CHF | 99.94% | 99.94% |
02.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 116'000 | 116'000 | 117'757 | 117'757 | 227'568 CHF | 228'746 CHF | 100.00% | 100.00% |