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 | 0.48% | 2.05 CHF | 2.06 CHF | 115'000 | 115'000 | 114'386 | 114'386 | 237'314 CHF | 238'459 CHF | 99.97% | 99.97% |
15.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 115'000 | 115'000 | 114'293 | 114'293 | 228'694 CHF | 229'840 CHF | 99.08% | 99.08% |
14.05.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 115'000 | 115'000 | 114'491 | 114'491 | 232'954 CHF | 234'099 CHF | 99.99% | 99.99% |
13.05.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 235'056 CHF | 236'201 CHF | 99.98% | 99.98% |
10.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 235'259 CHF | 236'404 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 110'000 | 110'000 | 109'889 | 109'889 | 218'687 CHF | 219'786 CHF | 99.09% | 99.09% |
07.05.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 110'000 | 110'000 | 114'120 | 114'120 | 221'303 CHF | 222'445 CHF | 99.94% | 99.94% |
06.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 214'556 CHF | 215'701 CHF | 100.00% | 100.00% |
03.05.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 209'117 CHF | 210'262 CHF | 99.49% | 99.49% |
02.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 115'000 | 115'000 | 114'525 | 114'525 | 213'506 CHF | 214'652 CHF | 100.00% | 100.00% |