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 | 0.43% | 2.38 CHF | 2.39 CHF | 85'200 | 85'200 | 84'626 | 84'626 | 197'274 CHF | 198'122 CHF | 100.00% | 100.00% |
14.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 83'900 | 83'900 | 83'552 | 83'552 | 193'087 CHF | 193'922 CHF | 99.70% | 99.70% |
13.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 83'800 | 83'800 | 83'453 | 83'453 | 196'540 CHF | 197'374 CHF | 99.45% | 99.45% |
10.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 87'700 | 87'700 | 87'339 | 87'339 | 204'591 CHF | 205'465 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 94'800 | 94'800 | 94'397 | 94'397 | 188'646 CHF | 189'590 CHF | 98.93% | 98.93% |
07.05.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 96'000 | 96'000 | 95'599 | 95'599 | 200'639 CHF | 201'595 CHF | 98.85% | 98.85% |
06.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 101'300 | 101'300 | 100'882 | 100'882 | 206'696 CHF | 207'705 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 98'200 | 98'200 | 97'795 | 97'795 | 198'603 CHF | 199'581 CHF | 99.98% | 99.98% |
02.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 100'100 | 100'100 | 100'932 | 100'932 | 197'955 CHF | 198'964 CHF | 98.55% | 98.55% |
30.04.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 102'800 | 102'800 | 102'452 | 102'452 | 201'301 CHF | 202'326 CHF | 99.99% | 99.99% |