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 | 0.50% | 2.02 CHF | 2.03 CHF | 270'000 | 270'000 | 271'944 | 271'944 | 544'508 CHF | 547'233 CHF | 94.52% | 94.52% |
14.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 275'000 | 275'000 | 273'838 | 273'838 | 544'274 CHF | 547'013 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 544'583 CHF | 547'272 CHF | 99.83% | 99.83% |
10.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 270'000 | 270'000 | 272'373 | 272'373 | 547'037 CHF | 549'761 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 280'000 | 280'000 | 280'426 | 280'426 | 531'916 CHF | 534'721 CHF | 98.93% | 98.93% |
07.05.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 285'000 | 285'000 | 286'268 | 286'268 | 522'123 CHF | 524'987 CHF | 91.68% | 91.68% |
06.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 523'236 CHF | 526'088 CHF | 100.00% | 100.00% |
03.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 290'000 | 290'000 | 289'419 | 289'419 | 518'609 CHF | 521'503 CHF | 86.35% | 86.35% |
02.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 290'000 | 290'000 | 291'205 | 291'205 | 514'772 CHF | 517'684 CHF | 90.85% | 90.85% |
30.04.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 290'000 | 290'000 | 288'285 | 288'285 | 524'173 CHF | 527'058 CHF | 99.99% | 99.99% |