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 | 0.46% | 2.19 CHF | 2.20 CHF | 214'300 | 214'300 | 214'112 | 214'112 | 465'148 CHF | 467'291 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 209'000 | 209'000 | 208'467 | 208'467 | 447'383 CHF | 449'473 CHF | 100.00% | 100.00% |
14.05.2024 | 0.44% | 2.17 CHF | 2.18 CHF | 198'000 | 198'000 | 197'991 | 197'991 | 444'557 CHF | 446'537 CHF | 99.78% | 99.78% |
13.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 195'300 | 195'300 | 195'300 | 195'300 | 446'771 CHF | 448'724 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 190'100 | 190'100 | 190'100 | 190'100 | 437'008 CHF | 438'909 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 196'800 | 196'800 | 196'775 | 196'775 | 454'541 CHF | 456'509 CHF | 99.44% | 99.44% |
07.05.2024 | 0.42% | 2.30 CHF | 2.31 CHF | 175'100 | 175'100 | 175'028 | 175'028 | 414'729 CHF | 416'480 CHF | 99.95% | 99.95% |
06.05.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 165'600 | 165'600 | 165'600 | 165'600 | 423'148 CHF | 424'804 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 172'500 | 172'500 | 172'500 | 172'500 | 438'643 CHF | 440'368 CHF | 99.97% | 99.97% |
02.05.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 167'500 | 167'500 | 167'500 | 167'500 | 424'591 CHF | 426'266 CHF | 99.56% | 99.56% |