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 | 0.46% | 2.28 CHF | 2.29 CHF | 320'000 | 320'000 | 319'418 | 319'418 | 698'556 CHF | 701'756 CHF | 99.30% | 99.30% |
14.05.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 676'271 CHF | 679'571 CHF | 99.80% | 99.80% |
13.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 654'979 CHF | 658'179 CHF | 99.23% | 99.23% |
10.05.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 670'422 CHF | 673'822 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 606'680 CHF | 610'180 CHF | 96.89% | 96.89% |
07.05.2024 | 0.64% | 1.66 CHF | 1.67 CHF | 380'000 | 380'000 | 379'775 | 379'775 | 592'414 CHF | 596'214 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 555'110 CHF | 559'110 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 544'371 CHF | 548'571 CHF | 99.89% | 99.89% |
02.05.2024 | 0.77% | 1.22 CHF | 1.23 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 514'646 CHF | 518'646 CHF | 99.62% | 99.62% |
30.04.2024 | 0.72% | 1.33 CHF | 1.34 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 537'039 CHF | 540'939 CHF | 100.00% | 100.00% |