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 | 0.45% | 2.53 CHF | 2.54 CHF | 176'000 | 176'000 | 80'833 | 80'833 | 188'809 CHF | 189'619 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 2.19 CHF | 2.20 CHF | 182'000 | 182'000 | 81'694 | 81'694 | 175'105 CHF | 175'924 CHF | 99.66% | 99.66% |
13.05.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 183'000 | 183'000 | 82'628 | 82'628 | 176'863 CHF | 177'690 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 184'000 | 184'000 | 82'308 | 82'308 | 176'050 CHF | 176'874 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 183'000 | 183'000 | 80'321 | 80'321 | 175'001 CHF | 175'805 CHF | 98.99% | 98.99% |
07.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 183'000 | 183'000 | 81'629 | 81'629 | 179'889 CHF | 180'707 CHF | 99.57% | 99.57% |
06.05.2024 | 0.48% | 2.27 CHF | 2.28 CHF | 181'000 | 181'000 | 81'499 | 81'499 | 175'371 CHF | 176'187 CHF | 100.00% | 100.00% |
03.05.2024 | 0.55% | 1.93 CHF | 1.94 CHF | 189'000 | 189'000 | 85'466 | 85'466 | 161'494 CHF | 162'350 CHF | 99.80% | 99.80% |
02.05.2024 | 0.62% | 1.71 CHF | 1.72 CHF | 193'000 | 193'000 | 87'761 | 87'761 | 144'717 CHF | 145'596 CHF | 99.96% | 99.96% |
30.04.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 188'000 | 188'000 | 84'084 | 84'084 | 164'121 CHF | 164'963 CHF | 99.99% | 99.99% |