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 | 0.51% | 2.02 CHF | 2.03 CHF | 360'000 | 360'000 | 351'655 | 351'655 | 695'186 CHF | 698'705 CHF | 100.00% | 100.00% |
15.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 350'000 | 350'000 | 348'463 | 348'463 | 682'065 CHF | 685'557 CHF | 99.93% | 99.93% |
14.05.2024 | 0.53% | 1.94 CHF | 1.95 CHF | 350'000 | 350'000 | 342'634 | 342'634 | 648'680 CHF | 652'108 CHF | 99.99% | 99.99% |
13.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 671'122 CHF | 674'608 CHF | 99.87% | 99.87% |
10.05.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 679'227 CHF | 682'712 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 360'000 | 360'000 | 358'426 | 358'426 | 719'029 CHF | 722'614 CHF | 98.93% | 98.93% |
07.05.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 360'000 | 360'000 | 358'228 | 358'228 | 724'768 CHF | 728'353 CHF | 99.89% | 99.89% |
06.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 736'603 CHF | 740'226 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 370'000 | 370'000 | 364'926 | 364'926 | 744'635 CHF | 748'284 CHF | 99.87% | 99.87% |
02.05.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 360'000 | 360'000 | 358'493 | 358'493 | 717'778 CHF | 721'363 CHF | 98.60% | 98.60% |