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 | 0.37% | 2.63 CHF | 2.64 CHF | 54'000 | 54'000 | 53'474 | 53'474 | 143'373 CHF | 143'909 CHF | 99.99% | 99.99% |
14.05.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 52'000 | 52'000 | 53'187 | 53'187 | 144'176 CHF | 144'708 CHF | 99.99% | 99.99% |
13.05.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 55'000 | 55'000 | 55'850 | 55'850 | 141'719 CHF | 142'277 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 56'000 | 56'000 | 55'252 | 55'252 | 141'981 CHF | 142'533 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 56'000 | 56'000 | 55'990 | 55'990 | 143'499 CHF | 144'059 CHF | 99.06% | 99.06% |
07.05.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 56'000 | 56'000 | 55'998 | 55'998 | 142'533 CHF | 143'093 CHF | 99.66% | 99.66% |
06.05.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 56'000 | 56'000 | 56'520 | 56'520 | 141'885 CHF | 142'450 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 57'000 | 57'000 | 56'891 | 56'891 | 142'651 CHF | 143'219 CHF | 100.00% | 100.00% |
02.05.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 57'000 | 57'000 | 56'157 | 56'157 | 142'313 CHF | 142'875 CHF | 100.00% | 100.00% |
30.04.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 57'000 | 57'000 | 56'960 | 56'960 | 141'903 CHF | 142'473 CHF | 100.00% | 100.00% |