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 | 0.93% | 2.14 CHF | 2.16 CHF | 95'000 | 95'000 | 94'872 | 94'872 | 202'667 CHF | 204'565 CHF | 99.33% | 99.33% |
16.05.2024 | 0.93% | 2.13 CHF | 2.15 CHF | 95'000 | 95'000 | 94'440 | 94'440 | 203'089 CHF | 204'979 CHF | 100.00% | 100.00% |
15.05.2024 | 0.95% | 2.18 CHF | 2.20 CHF | 94'000 | 94'000 | 94'945 | 94'945 | 200'381 CHF | 202'284 CHF | 100.00% | 100.00% |
14.05.2024 | 1.02% | 1.91 CHF | 1.93 CHF | 99'000 | 99'000 | 98'280 | 98'280 | 191'365 CHF | 193'331 CHF | 99.97% | 99.97% |
13.05.2024 | 0.98% | 2.02 CHF | 2.04 CHF | 97'000 | 97'000 | 96'596 | 96'596 | 197'095 CHF | 199'027 CHF | 99.82% | 99.82% |
10.05.2024 | 0.94% | 2.10 CHF | 2.12 CHF | 95'000 | 95'000 | 94'270 | 94'270 | 200'437 CHF | 202'322 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 2.07 CHF | 2.09 CHF | 96'000 | 96'000 | 95'037 | 95'037 | 199'297 CHF | 201'198 CHF | 98.93% | 98.93% |
07.05.2024 | 0.98% | 2.05 CHF | 2.07 CHF | 96'000 | 96'000 | 95'927 | 95'927 | 194'811 CHF | 196'732 CHF | 99.88% | 99.88% |
06.05.2024 | 0.98% | 2.01 CHF | 2.03 CHF | 97'000 | 97'000 | 96'059 | 96'059 | 195'550 CHF | 197'471 CHF | 100.00% | 100.00% |
03.05.2024 | 0.98% | 2.04 CHF | 2.06 CHF | 96'000 | 96'000 | 95'961 | 95'961 | 195'363 CHF | 197'283 CHF | 99.96% | 99.96% |