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 | 0.47% | 2.11 CHF | 2.12 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 241'362 CHF | 242'507 CHF | 99.33% | 99.33% |
16.05.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 115'000 | 115'000 | 114'388 | 114'388 | 238'818 CHF | 239'963 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 115'000 | 115'000 | 114'302 | 114'302 | 230'224 CHF | 231'369 CHF | 99.99% | 99.99% |
14.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 115'000 | 115'000 | 114'493 | 114'493 | 234'539 CHF | 235'684 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 236'516 CHF | 237'661 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 115'000 | 115'000 | 114'527 | 114'527 | 236'781 CHF | 237'926 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 110'000 | 110'000 | 109'887 | 109'887 | 220'123 CHF | 221'223 CHF | 99.09% | 99.09% |
07.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 110'000 | 110'000 | 114'120 | 114'120 | 222'764 CHF | 223'906 CHF | 99.94% | 99.94% |
06.05.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 216'109 CHF | 217'254 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.79 CHF | 1.80 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 210'667 CHF | 211'812 CHF | 99.99% | 99.99% |