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% | 2.33 CHF | 2.34 CHF | 108'000 | 108'000 | 107'471 | 107'471 | 246'498 CHF | 247'574 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 108'000 | 108'000 | 107'870 | 107'870 | 243'327 CHF | 244'409 CHF | 99.18% | 99.18% |
14.05.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 112'000 | 112'000 | 115'455 | 115'455 | 238'581 CHF | 239'736 CHF | 99.99% | 99.99% |
13.05.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 233'242 CHF | 234'398 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 233'921 CHF | 235'076 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 116'000 | 116'000 | 115'494 | 115'494 | 235'127 CHF | 236'282 CHF | 99.09% | 99.09% |
07.05.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 116'000 | 116'000 | 115'463 | 115'463 | 235'138 CHF | 236'294 CHF | 99.81% | 99.81% |
06.05.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 234'059 CHF | 235'254 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 1.93 CHF | 1.94 CHF | 120'000 | 120'000 | 117'288 | 117'288 | 232'354 CHF | 233'527 CHF | 99.99% | 99.99% |
02.05.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 116'000 | 116'000 | 117'757 | 117'757 | 233'969 CHF | 235'147 CHF | 99.99% | 99.99% |