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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300'000 | 300'000 | 299'426 | 299'426 | 566'862 CHF | 569'862 CHF | 99.84% | 99.84% |
14.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300'000 | 300'000 | 299'961 | 299'961 | 575'036 CHF | 578'036 CHF | 99.87% | 99.87% |
13.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 571'972 CHF | 574'972 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 572'893 CHF | 575'893 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 300'000 | 300'000 | 299'938 | 299'938 | 578'202 CHF | 581'202 CHF | 99.29% | 99.29% |
07.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300'000 | 300'000 | 299'849 | 299'849 | 573'381 CHF | 576'381 CHF | 99.81% | 99.81% |
06.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 566'963 CHF | 569'963 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 570'928 CHF | 573'928 CHF | 98.77% | 98.77% |
02.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 588'693 CHF | 591'693 CHF | 99.99% | 99.99% |
30.04.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 300'000 | 300'000 | 299'780 | 299'780 | 590'126 CHF | 593'126 CHF | 99.78% | 99.78% |