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 | 0.49% | 2.06 CHF | 2.07 CHF | 108'000 | 108'000 | 107'471 | 107'471 | 217'499 CHF | 218'574 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 108'000 | 108'000 | 107'887 | 107'887 | 214'271 CHF | 215'352 CHF | 99.19% | 99.19% |
14.05.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 112'000 | 112'000 | 115'454 | 115'454 | 207'478 CHF | 208'633 CHF | 100.00% | 100.00% |
13.05.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 202'153 CHF | 203'308 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 203'289 CHF | 204'444 CHF | 100.00% | 100.00% |
08.05.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 116'000 | 116'000 | 115'495 | 115'495 | 204'197 CHF | 205'352 CHF | 99.08% | 99.08% |
07.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 116'000 | 116'000 | 115'461 | 115'461 | 204'084 CHF | 205'239 CHF | 99.80% | 99.80% |
06.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 202'012 CHF | 203'207 CHF | 100.00% | 100.00% |
03.05.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 120'000 | 120'000 | 117'289 | 117'289 | 201'165 CHF | 202'338 CHF | 99.99% | 99.99% |
02.05.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 116'000 | 116'000 | 117'756 | 117'756 | 202'559 CHF | 203'737 CHF | 100.00% | 100.00% |