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 | 0.48% | 2.12 CHF | 2.13 CHF | 108'000 | 108'000 | 107'470 | 107'470 | 223'259 CHF | 224'335 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 108'000 | 108'000 | 107'879 | 107'879 | 220'080 CHF | 221'161 CHF | 99.25% | 99.25% |
14.05.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 112'000 | 112'000 | 115'455 | 115'455 | 213'945 CHF | 215'100 CHF | 100.00% | 100.00% |
13.05.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 208'739 CHF | 209'894 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 209'380 CHF | 210'535 CHF | 100.00% | 100.00% |
08.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 116'000 | 116'000 | 115'494 | 115'494 | 210'333 CHF | 211'488 CHF | 99.08% | 99.08% |
07.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 116'000 | 116'000 | 115'426 | 115'426 | 210'588 CHF | 211'743 CHF | 99.94% | 99.94% |
06.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 208'745 CHF | 209'940 CHF | 100.00% | 100.00% |
03.05.2024 | 0.56% | 1.72 CHF | 1.73 CHF | 120'000 | 120'000 | 117'289 | 117'289 | 207'491 CHF | 208'664 CHF | 99.97% | 99.97% |
02.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 116'000 | 116'000 | 117'757 | 117'757 | 208'955 CHF | 210'132 CHF | 100.00% | 100.00% |