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 | 0.48% | 2.12 CHF | 2.13 CHF | 360'000 | 360'000 | 351'653 | 351'653 | 729'718 CHF | 733'237 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 350'000 | 350'000 | 348'427 | 348'427 | 716'061 CHF | 719'553 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 350'000 | 350'000 | 342'634 | 342'634 | 682'559 CHF | 685'987 CHF | 99.99% | 99.99% |
13.05.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 705'640 CHF | 709'126 CHF | 99.88% | 99.88% |
10.05.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 713'604 CHF | 717'090 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 360'000 | 360'000 | 358'425 | 358'425 | 753'834 CHF | 757'419 CHF | 98.93% | 98.93% |
07.05.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 360'000 | 360'000 | 358'246 | 358'246 | 759'894 CHF | 763'479 CHF | 99.89% | 99.89% |
06.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 772'014 CHF | 775'637 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 370'000 | 370'000 | 364'923 | 364'923 | 780'240 CHF | 783'889 CHF | 99.87% | 99.87% |
02.05.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 752'833 CHF | 756'418 CHF | 98.61% | 98.61% |