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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 324'650 CHF | 325'796 CHF | 99.33% | 99.33% |
16.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 115'000 | 115'000 | 114'386 | 114'386 | 321'626 CHF | 322'772 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 115'000 | 115'000 | 114'306 | 114'306 | 312'859 CHF | 314'005 CHF | 100.00% | 100.00% |
14.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 115'000 | 115'000 | 114'491 | 114'491 | 317'254 CHF | 318'399 CHF | 100.00% | 100.00% |
13.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 319'057 CHF | 320'203 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 319'230 CHF | 320'375 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 110'000 | 110'000 | 109'888 | 109'888 | 299'162 CHF | 300'262 CHF | 99.09% | 99.09% |
07.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 110'000 | 110'000 | 114'118 | 114'118 | 304'823 CHF | 305'965 CHF | 99.94% | 99.94% |
06.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 298'285 CHF | 299'430 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 292'740 CHF | 293'885 CHF | 99.98% | 99.98% |