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% | 2.09 CHF | 2.10 CHF | 108'000 | 108'000 | 107'470 | 107'470 | 220'402 CHF | 221'477 CHF | 99.99% | 99.99% |
15.05.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 108'000 | 108'000 | 107'882 | 107'882 | 217'181 CHF | 218'262 CHF | 99.42% | 99.42% |
14.05.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 112'000 | 112'000 | 115'455 | 115'455 | 210'581 CHF | 211'736 CHF | 100.00% | 100.00% |
13.05.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 205'549 CHF | 206'705 CHF | 100.00% | 100.00% |
10.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 206'267 CHF | 207'422 CHF | 100.00% | 100.00% |
08.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 116'000 | 116'000 | 115'494 | 115'494 | 207'174 CHF | 208'329 CHF | 99.09% | 99.09% |
07.05.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 116'000 | 116'000 | 115'424 | 115'424 | 207'197 CHF | 208'352 CHF | 99.94% | 99.94% |
06.05.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 205'511 CHF | 206'706 CHF | 100.00% | 100.00% |
03.05.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 120'000 | 120'000 | 117'288 | 117'288 | 204'338 CHF | 205'510 CHF | 99.99% | 99.99% |
02.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 116'000 | 116'000 | 117'758 | 117'758 | 205'792 CHF | 206'969 CHF | 99.99% | 99.99% |