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 | 0.45% | 2.22 CHF | 2.23 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 253'534 CHF | 254'680 CHF | 99.33% | 99.33% |
16.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 115'000 | 115'000 | 114'385 | 114'385 | 250'932 CHF | 252'077 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 115'000 | 115'000 | 114'305 | 114'305 | 242'305 CHF | 243'451 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 115'000 | 115'000 | 114'491 | 114'491 | 246'545 CHF | 247'691 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 248'640 CHF | 249'785 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 248'794 CHF | 249'939 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 110'000 | 110'000 | 109'888 | 109'888 | 231'684 CHF | 232'783 CHF | 99.09% | 99.09% |
07.05.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 110'000 | 110'000 | 114'118 | 114'118 | 234'798 CHF | 235'940 CHF | 99.94% | 99.94% |
06.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 228'099 CHF | 229'244 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 1.90 CHF | 1.91 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 222'560 CHF | 223'705 CHF | 99.97% | 99.97% |