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 | 0.51% | 1.94 CHF | 1.95 CHF | 115'000 | 115'000 | 114'384 | 114'384 | 224'880 CHF | 226'025 CHF | 99.82% | 99.82% |
15.05.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 115'000 | 115'000 | 114'276 | 114'276 | 216'242 CHF | 217'388 CHF | 98.62% | 98.62% |
14.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 115'000 | 115'000 | 114'490 | 114'490 | 220'562 CHF | 221'707 CHF | 99.80% | 99.80% |
13.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 222'587 CHF | 223'732 CHF | 99.99% | 99.99% |
10.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 222'854 CHF | 223'999 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 110'000 | 110'000 | 109'887 | 109'887 | 206'798 CHF | 207'897 CHF | 99.08% | 99.08% |
07.05.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 110'000 | 110'000 | 114'118 | 114'118 | 208'906 CHF | 210'049 CHF | 99.89% | 99.89% |
06.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 202'218 CHF | 203'363 CHF | 100.00% | 100.00% |
03.05.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 196'813 CHF | 197'958 CHF | 99.40% | 99.40% |
02.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 201'208 CHF | 202'353 CHF | 99.99% | 99.99% |