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 | 1.23% | 2.46 CHF | 2.49 CHF | 75'000 | 75'000 | 74'297 | 74'297 | 182'204 CHF | 184'434 CHF | 100.00% | 100.00% |
14.05.2024 | 1.24% | 2.43 CHF | 2.46 CHF | 75'000 | 75'000 | 74'656 | 74'656 | 179'881 CHF | 182'122 CHF | 98.87% | 98.87% |
13.05.2024 | 1.25% | 2.41 CHF | 2.44 CHF | 75'000 | 75'000 | 74'297 | 74'297 | 179'349 CHF | 181'580 CHF | 100.00% | 100.00% |
10.05.2024 | 1.28% | 2.38 CHF | 2.41 CHF | 75'000 | 75'000 | 74'297 | 74'297 | 175'197 CHF | 177'427 CHF | 100.00% | 100.00% |
08.05.2024 | 1.29% | 2.33 CHF | 2.36 CHF | 75'000 | 75'000 | 74'237 | 74'237 | 173'734 CHF | 175'964 CHF | 92.49% | 92.49% |
07.05.2024 | 1.25% | 2.40 CHF | 2.43 CHF | 75'000 | 75'000 | 74'256 | 74'255 | 178'831 CHF | 181'058 CHF | 94.56% | 94.56% |
06.05.2024 | 1.39% | 2.18 CHF | 2.21 CHF | 75'000 | 75'000 | 74'296 | 74'296 | 161'153 CHF | 163'384 CHF | 99.91% | 99.91% |
03.05.2024 | 1.41% | 2.15 CHF | 2.18 CHF | 75'000 | 75'000 | 74'240 | 74'239 | 158'582 CHF | 160'812 CHF | 98.40% | 99.01% |
02.05.2024 | 1.42% | 2.11 CHF | 2.14 CHF | 75'000 | 75'000 | 74'297 | 74'297 | 157'585 CHF | 159'816 CHF | 100.00% | 100.00% |
30.04.2024 | 1.41% | 2.12 CHF | 2.15 CHF | 75'000 | 75'000 | 74'293 | 74'293 | 158'756 CHF | 160'987 CHF | 99.63% | 99.63% |