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 | 0.35% | 2.80 CHF | 2.81 CHF | 115'000 | 115'000 | 114'384 | 114'384 | 322'610 CHF | 323'755 CHF | 99.82% | 99.82% |
15.05.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 115'000 | 115'000 | 114'315 | 114'315 | 313'938 CHF | 315'084 CHF | 99.06% | 99.06% |
14.05.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 115'000 | 115'000 | 114'491 | 114'491 | 318'231 CHF | 319'376 CHF | 99.89% | 99.89% |
13.05.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 320'088 CHF | 321'233 CHF | 99.99% | 99.99% |
10.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 320'245 CHF | 321'390 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 110'000 | 110'000 | 109'887 | 109'887 | 300'135 CHF | 301'234 CHF | 99.09% | 99.09% |
07.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 110'000 | 110'000 | 114'165 | 114'165 | 305'994 CHF | 307'137 CHF | 99.81% | 99.81% |
06.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 299'264 CHF | 300'409 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 115'000 | 115'000 | 114'521 | 114'521 | 293'744 CHF | 294'889 CHF | 99.08% | 99.08% |
02.05.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 115'000 | 115'000 | 114'525 | 114'525 | 298'270 CHF | 299'415 CHF | 99.99% | 99.99% |