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 | 0.40% | 2.55 CHF | 2.56 CHF | 108'000 | 108'000 | 107'471 | 107'471 | 270'200 CHF | 271'276 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 108'000 | 108'000 | 107'875 | 107'875 | 267'136 CHF | 268'217 CHF | 99.19% | 99.19% |
14.05.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 112'000 | 112'000 | 115'455 | 115'455 | 264'023 CHF | 265'177 CHF | 100.00% | 100.00% |
13.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 258'661 CHF | 259'816 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 259'319 CHF | 260'474 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 116'000 | 116'000 | 115'494 | 115'494 | 260'210 CHF | 261'365 CHF | 99.09% | 99.09% |
07.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 116'000 | 116'000 | 115'477 | 115'477 | 260'308 CHF | 261'463 CHF | 99.81% | 99.81% |
06.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 260'291 CHF | 261'486 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 120'000 | 120'000 | 117'287 | 117'287 | 258'083 CHF | 259'256 CHF | 99.98% | 99.98% |
02.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 116'000 | 116'000 | 117'757 | 117'757 | 259'839 CHF | 261'016 CHF | 99.99% | 99.99% |