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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 104'000 | 104'000 | 103'201 | 103'201 | 234'722 CHF | 235'758 CHF | 99.99% | 99.99% |
22.05.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 240'238 CHF | 241'274 CHF | 100.00% | 100.00% |
21.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 104'000 | 104'000 | 103'441 | 103'441 | 236'507 CHF | 237'543 CHF | 100.00% | 100.00% |
17.05.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 104'000 | 104'000 | 103'908 | 103'908 | 232'810 CHF | 233'849 CHF | 99.33% | 99.33% |
16.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 108'000 | 108'000 | 107'470 | 107'470 | 231'472 CHF | 232'548 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 108'000 | 108'000 | 107'893 | 107'893 | 228'578 CHF | 229'660 CHF | 99.42% | 99.42% |
14.05.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 112'000 | 112'000 | 115'454 | 115'454 | 222'734 CHF | 223'889 CHF | 100.00% | 100.00% |
13.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 217'432 CHF | 218'588 CHF | 100.00% | 100.00% |
10.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 218'242 CHF | 219'397 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 116'000 | 116'000 | 115'495 | 115'495 | 219'433 CHF | 220'588 CHF | 99.08% | 99.08% |