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 | 0.43% | 2.32 CHF | 2.33 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 265'765 CHF | 266'910 CHF | 99.33% | 99.33% |
16.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 115'000 | 115'000 | 114'386 | 114'386 | 262'998 CHF | 264'144 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 115'000 | 115'000 | 114'302 | 114'302 | 254'387 CHF | 255'533 CHF | 100.00% | 100.00% |
14.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 115'000 | 115'000 | 114'491 | 114'491 | 258'713 CHF | 259'859 CHF | 99.99% | 99.99% |
13.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 260'638 CHF | 261'784 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 260'880 CHF | 262'026 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 110'000 | 110'000 | 109'887 | 109'887 | 243'210 CHF | 244'309 CHF | 99.08% | 99.08% |
07.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 110'000 | 110'000 | 114'120 | 114'120 | 246'742 CHF | 247'885 CHF | 99.94% | 99.94% |
06.05.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 240'139 CHF | 241'285 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 234'683 CHF | 235'828 CHF | 99.99% | 99.99% |