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 | 0.52% | 1.90 CHF | 1.91 CHF | 115'000 | 115'000 | 114'523 | 114'523 | 217'839 CHF | 218'985 CHF | 99.33% | 99.33% |
16.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 115'000 | 115'000 | 114'386 | 114'386 | 215'447 CHF | 216'593 CHF | 100.00% | 100.00% |
15.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 115'000 | 115'000 | 114'304 | 114'304 | 206'878 CHF | 208'024 CHF | 100.00% | 100.00% |
14.05.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 115'000 | 115'000 | 114'491 | 114'491 | 211'109 CHF | 212'254 CHF | 100.00% | 100.00% |
13.05.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 213'260 CHF | 214'406 CHF | 100.00% | 100.00% |
10.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 213'498 CHF | 214'643 CHF | 100.00% | 100.00% |
08.05.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 110'000 | 110'000 | 109'887 | 109'887 | 197'842 CHF | 198'941 CHF | 99.09% | 99.09% |
07.05.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 110'000 | 110'000 | 114'120 | 114'120 | 199'639 CHF | 200'782 CHF | 99.94% | 99.94% |
06.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 192'860 CHF | 194'005 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.59 CHF | 1.60 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 187'432 CHF | 188'577 CHF | 99.97% | 99.97% |