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% | 2.45 CHF | 2.46 CHF | 108'000 | 108'000 | 107'470 | 107'470 | 259'163 CHF | 260'238 CHF | 100.00% | 100.00% |
15.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 108'000 | 108'000 | 107'879 | 107'879 | 256'052 CHF | 257'133 CHF | 99.42% | 99.42% |
14.05.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 112'000 | 112'000 | 115'455 | 115'455 | 252'167 CHF | 253'322 CHF | 100.00% | 100.00% |
13.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 247'096 CHF | 248'251 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 247'744 CHF | 248'900 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 116'000 | 116'000 | 115'495 | 115'495 | 248'649 CHF | 249'805 CHF | 99.09% | 99.09% |
07.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 116'000 | 116'000 | 115'460 | 115'460 | 248'710 CHF | 249'865 CHF | 99.81% | 99.81% |
06.05.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 248'098 CHF | 249'293 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.05 CHF | 2.06 CHF | 120'000 | 120'000 | 117'288 | 117'288 | 246'367 CHF | 247'540 CHF | 99.98% | 99.98% |
02.05.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 116'000 | 116'000 | 117'758 | 117'758 | 248'056 CHF | 249'234 CHF | 99.99% | 99.99% |