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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.94% | 2.12 CHF | 2.14 CHF | 98'000 | 98'000 | 97'094 | 97'094 | 207'544 CHF | 209'494 CHF | 99.65% | 99.65% |
22.05.2024 | 0.95% | 2.12 CHF | 2.14 CHF | 98'000 | 98'000 | 98'015 | 98'015 | 206'369 CHF | 208'329 CHF | 100.00% | 100.00% |
21.05.2024 | 0.90% | 2.10 CHF | 2.12 CHF | 98'000 | 98'000 | 96'000 | 96'000 | 213'086 CHF | 215'006 CHF | 98.83% | 98.83% |
17.05.2024 | 0.87% | 2.30 CHF | 2.32 CHF | 95'000 | 95'000 | 94'869 | 94'869 | 217'310 CHF | 219'207 CHF | 97.03% | 97.03% |
16.05.2024 | 0.87% | 2.28 CHF | 2.30 CHF | 95'000 | 95'000 | 94'440 | 94'440 | 217'672 CHF | 219'563 CHF | 100.00% | 100.00% |
15.05.2024 | 0.88% | 2.34 CHF | 2.36 CHF | 94'000 | 94'000 | 94'929 | 94'929 | 214'963 CHF | 216'865 CHF | 100.00% | 100.00% |
14.05.2024 | 0.95% | 2.06 CHF | 2.08 CHF | 99'000 | 99'000 | 98'280 | 98'280 | 206'323 CHF | 208'289 CHF | 100.00% | 100.00% |
13.05.2024 | 0.91% | 2.17 CHF | 2.19 CHF | 97'000 | 97'000 | 96'596 | 96'596 | 211'871 CHF | 213'803 CHF | 99.88% | 99.88% |
10.05.2024 | 0.87% | 2.26 CHF | 2.28 CHF | 95'000 | 95'000 | 94'270 | 94'270 | 214'971 CHF | 216'856 CHF | 100.00% | 100.00% |
08.05.2024 | 0.88% | 2.22 CHF | 2.24 CHF | 96'000 | 96'000 | 95'037 | 95'037 | 213'948 CHF | 215'848 CHF | 98.93% | 98.93% |