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 | 0.34% | 2.95 CHF | 2.96 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 337'626 CHF | 338'771 CHF | 99.33% | 99.33% |
16.05.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 115'000 | 115'000 | 114'385 | 114'385 | 334'547 CHF | 335'692 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 115'000 | 115'000 | 114'300 | 114'300 | 325'750 CHF | 326'896 CHF | 100.00% | 100.00% |
14.05.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 115'000 | 115'000 | 114'491 | 114'491 | 330'073 CHF | 331'218 CHF | 100.00% | 100.00% |
13.05.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 331'942 CHF | 333'087 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 332'038 CHF | 333'184 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 110'000 | 110'000 | 109'887 | 109'887 | 311'404 CHF | 312'503 CHF | 99.08% | 99.08% |
07.05.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 110'000 | 110'000 | 114'165 | 114'165 | 317'749 CHF | 318'891 CHF | 99.81% | 99.81% |
06.05.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 311'109 CHF | 312'254 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.62 CHF | 2.63 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 305'574 CHF | 306'719 CHF | 99.99% | 99.99% |