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 | 0.41% | 2.51 CHF | 2.52 CHF | 230'000 | 230'000 | 80'804 | 80'804 | 203'674 CHF | 204'486 CHF | 97.99% | 97.99% |
14.05.2024 | 0.41% | 2.53 CHF | 2.54 CHF | 230'000 | 230'000 | 80'524 | 80'524 | 203'954 CHF | 204'764 CHF | 98.47% | 98.47% |
13.05.2024 | 0.42% | 2.48 CHF | 2.49 CHF | 240'000 | 240'000 | 83'638 | 83'638 | 206'691 CHF | 207'531 CHF | 99.08% | 99.08% |
10.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 240'000 | 240'000 | 80'058 | 80'058 | 201'087 CHF | 201'891 CHF | 98.21% | 98.21% |
08.05.2024 | 0.42% | 2.53 CHF | 2.54 CHF | 230'000 | 230'000 | 79'075 | 79'075 | 195'463 CHF | 196'257 CHF | 97.73% | 97.73% |
07.05.2024 | 0.44% | 2.42 CHF | 2.43 CHF | 240'000 | 240'000 | 83'363 | 83'363 | 196'433 CHF | 197'269 CHF | 98.56% | 98.56% |
06.05.2024 | 0.47% | 2.29 CHF | 2.30 CHF | 240'000 | 240'000 | 85'244 | 85'244 | 190'625 CHF | 191'481 CHF | 99.07% | 99.07% |
03.05.2024 | 0.49% | 2.14 CHF | 2.15 CHF | 250'000 | 250'000 | 83'203 | 83'203 | 175'688 CHF | 176'523 CHF | 97.63% | 97.63% |
02.05.2024 | 0.52% | 2.06 CHF | 2.07 CHF | 250'000 | 250'000 | 87'456 | 87'456 | 175'665 CHF | 176'544 CHF | 97.68% | 97.68% |
30.04.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 260'000 | 260'000 | 89'881 | 89'881 | 180'580 CHF | 181'482 CHF | 98.80% | 98.80% |