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 | 107'471 | 107'471 | 264'705 CHF | 265'781 CHF | 100.00% | 100.00% |
15.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 108'000 | 108'000 | 107'888 | 107'888 | 261'617 CHF | 262'698 CHF | 99.42% | 99.42% |
14.05.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 112'000 | 112'000 | 115'455 | 115'455 | 258'092 CHF | 259'247 CHF | 99.99% | 99.99% |
13.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 252'803 CHF | 253'958 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 253'395 CHF | 254'550 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 116'000 | 116'000 | 115'494 | 115'494 | 254'548 CHF | 255'703 CHF | 99.09% | 99.09% |
07.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 116'000 | 116'000 | 115'441 | 115'441 | 254'586 CHF | 255'741 CHF | 99.94% | 99.94% |
06.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 254'184 CHF | 255'379 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 120'000 | 120'000 | 117'288 | 117'288 | 252'072 CHF | 253'245 CHF | 100.00% | 100.00% |
02.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 116'000 | 116'000 | 117'757 | 117'757 | 253'802 CHF | 254'979 CHF | 100.00% | 100.00% |