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% | 2.29 CHF | 2.30 CHF | 108'000 | 108'000 | 107'471 | 107'471 | 242'258 CHF | 243'334 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 108'000 | 108'000 | 107'882 | 107'882 | 239'110 CHF | 240'191 CHF | 99.42% | 99.42% |
14.05.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 112'000 | 112'000 | 115'455 | 115'455 | 234'060 CHF | 235'215 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 228'702 CHF | 229'857 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 229'815 CHF | 230'970 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 116'000 | 116'000 | 115'494 | 115'494 | 230'681 CHF | 231'836 CHF | 99.08% | 99.08% |
07.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 116'000 | 116'000 | 115'477 | 115'477 | 230'626 CHF | 231'781 CHF | 99.81% | 99.81% |
06.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 229'397 CHF | 230'592 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 1.90 CHF | 1.91 CHF | 120'000 | 120'000 | 117'288 | 117'288 | 228'042 CHF | 229'214 CHF | 100.00% | 100.00% |
02.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 116'000 | 116'000 | 117'757 | 117'757 | 229'590 CHF | 230'767 CHF | 100.00% | 100.00% |