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 | 0.39% | 2.54 CHF | 2.55 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 290'303 CHF | 291'448 CHF | 99.33% | 99.33% |
16.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 115'000 | 115'000 | 114'386 | 114'386 | 287'493 CHF | 288'638 CHF | 100.00% | 100.00% |
15.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 115'000 | 115'000 | 114'302 | 114'302 | 278'815 CHF | 279'960 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 115'000 | 115'000 | 114'491 | 114'491 | 283'108 CHF | 284'253 CHF | 100.00% | 100.00% |
13.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 285'079 CHF | 286'225 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 115'000 | 115'000 | 114'527 | 114'527 | 285'212 CHF | 286'357 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 110'000 | 110'000 | 109'887 | 109'887 | 266'508 CHF | 267'607 CHF | 99.09% | 99.09% |
07.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 110'000 | 110'000 | 114'120 | 114'120 | 271'020 CHF | 272'162 CHF | 99.94% | 99.94% |
06.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 264'410 CHF | 265'555 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 258'890 CHF | 260'035 CHF | 99.99% | 99.99% |