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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 156'000 | 156'000 | 153'745 | 153'745 | 323'614 CHF | 325'153 CHF | 99.95% | 99.95% |
15.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 152'000 | 152'000 | 151'068 | 151'068 | 327'822 CHF | 329'336 CHF | 99.83% | 99.83% |
14.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 152'000 | 152'000 | 152'680 | 152'680 | 323'797 CHF | 325'324 CHF | 99.98% | 99.98% |
13.05.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 156'000 | 156'000 | 154'725 | 154'725 | 325'983 CHF | 327'530 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 156'000 | 156'000 | 154'887 | 154'887 | 327'075 CHF | 328'624 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 152'000 | 152'000 | 152'123 | 152'123 | 324'640 CHF | 326'162 CHF | 99.09% | 99.09% |
07.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 152'000 | 152'000 | 152'718 | 152'718 | 324'190 CHF | 325'718 CHF | 99.94% | 99.94% |
06.05.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 317'618 CHF | 319'202 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 160'000 | 160'000 | 160'871 | 160'871 | 312'458 CHF | 314'067 CHF | 99.96% | 99.96% |
02.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 164'000 | 164'000 | 162'547 | 162'547 | 311'359 CHF | 312'984 CHF | 100.00% | 100.00% |