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 | 0.40% | 2.46 CHF | 2.47 CHF | 54'000 | 54'000 | 53'474 | 53'474 | 134'397 CHF | 134'933 CHF | 100.00% | 100.00% |
14.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 52'000 | 52'000 | 53'186 | 53'186 | 135'270 CHF | 135'802 CHF | 100.00% | 100.00% |
13.05.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 55'000 | 55'000 | 55'850 | 55'850 | 132'413 CHF | 132'972 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 56'000 | 56'000 | 55'252 | 55'252 | 132'736 CHF | 133'288 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 56'000 | 56'000 | 55'990 | 55'990 | 133'553 CHF | 134'113 CHF | 99.06% | 99.06% |
07.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 56'000 | 56'000 | 55'998 | 55'998 | 132'619 CHF | 133'179 CHF | 99.66% | 99.66% |
06.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 56'000 | 56'000 | 56'520 | 56'520 | 131'901 CHF | 132'466 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 57'000 | 57'000 | 56'891 | 56'891 | 132'560 CHF | 133'129 CHF | 99.98% | 99.98% |
02.05.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 57'000 | 57'000 | 56'157 | 56'157 | 132'383 CHF | 132'945 CHF | 99.99% | 99.99% |
30.04.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 57'000 | 57'000 | 56'961 | 56'961 | 131'800 CHF | 132'370 CHF | 100.00% | 100.00% |