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 | 0.41% | 2.39 CHF | 2.40 CHF | 54'000 | 54'000 | 53'475 | 53'475 | 130'491 CHF | 131'027 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 52'000 | 52'000 | 53'187 | 53'187 | 131'367 CHF | 131'899 CHF | 100.00% | 100.00% |
13.05.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 55'000 | 55'000 | 55'850 | 55'850 | 128'286 CHF | 128'844 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 56'000 | 56'000 | 55'252 | 55'252 | 128'705 CHF | 129'258 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 56'000 | 56'000 | 55'990 | 55'990 | 130'057 CHF | 130'617 CHF | 99.06% | 99.06% |
07.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 56'000 | 56'000 | 55'997 | 55'997 | 129'089 CHF | 129'649 CHF | 99.66% | 99.66% |
06.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 56'000 | 56'000 | 56'520 | 56'520 | 128'332 CHF | 128'898 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 57'000 | 57'000 | 56'891 | 56'891 | 129'012 CHF | 129'581 CHF | 100.00% | 100.00% |
02.05.2024 | 0.43% | 2.26 CHF | 2.27 CHF | 57'000 | 57'000 | 56'157 | 56'157 | 128'834 CHF | 129'395 CHF | 100.00% | 100.00% |
30.04.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 57'000 | 57'000 | 56'961 | 56'961 | 128'204 CHF | 128'774 CHF | 100.00% | 100.00% |