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 | 0.41% | 2.50 CHF | 2.51 CHF | 108'000 | 108'000 | 107'472 | 107'472 | 264'147 CHF | 265'222 CHF | 100.00% | 100.00% |
15.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 108'000 | 108'000 | 107'879 | 107'879 | 261'068 CHF | 262'150 CHF | 99.25% | 99.25% |
14.05.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 112'000 | 112'000 | 115'454 | 115'454 | 257'501 CHF | 258'656 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 252'175 CHF | 253'331 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 253'202 CHF | 254'358 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 116'000 | 116'000 | 115'494 | 115'494 | 254'102 CHF | 255'257 CHF | 99.08% | 99.08% |
07.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 116'000 | 116'000 | 115'426 | 115'426 | 253'930 CHF | 255'086 CHF | 99.94% | 99.94% |
06.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 253'604 CHF | 254'799 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 120'000 | 120'000 | 117'286 | 117'286 | 251'748 CHF | 252'921 CHF | 99.91% | 99.91% |
02.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 116'000 | 116'000 | 117'757 | 117'757 | 253'428 CHF | 254'606 CHF | 100.00% | 100.00% |