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 | 0.39% | 2.53 CHF | 2.54 CHF | 115'000 | 115'000 | 114'384 | 114'384 | 291'727 CHF | 292'872 CHF | 99.69% | 99.69% |
15.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 115'000 | 115'000 | 114'297 | 114'297 | 283'064 CHF | 284'210 CHF | 98.88% | 98.88% |
14.05.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 115'000 | 115'000 | 114'491 | 114'491 | 287'396 CHF | 288'542 CHF | 99.90% | 99.90% |
13.05.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 115'000 | 115'000 | 114'525 | 114'525 | 289'271 CHF | 290'417 CHF | 99.91% | 99.91% |
10.05.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 115'000 | 115'000 | 114'527 | 114'527 | 289'480 CHF | 290'626 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 110'000 | 110'000 | 109'888 | 109'888 | 270'611 CHF | 271'710 CHF | 99.09% | 99.09% |
07.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 110'000 | 110'000 | 114'118 | 114'118 | 275'207 CHF | 276'350 CHF | 99.93% | 99.93% |
06.05.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 268'643 CHF | 269'789 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.25 CHF | 2.26 CHF | 115'000 | 115'000 | 114'522 | 114'522 | 263'172 CHF | 264'317 CHF | 99.13% | 99.13% |
02.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 115'000 | 115'000 | 114'525 | 114'525 | 267'647 CHF | 268'792 CHF | 99.99% | 99.99% |