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% | 2.52 CHF | 2.53 CHF | 40'000 | 40'000 | 39'625 | 39'625 | 96'722 CHF | 97'118 CHF | 100.00% | 100.00% |
14.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 40'000 | 40'000 | 39'753 | 39'753 | 98'519 CHF | 98'917 CHF | 98.94% | 98.94% |
13.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 40'000 | 40'000 | 39'626 | 39'626 | 98'317 CHF | 98'714 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 40'000 | 40'000 | 39'643 | 39'643 | 97'309 CHF | 97'706 CHF | 87.43% | 93.56% |
08.05.2024 | 0.44% | 2.37 CHF | 2.38 CHF | 40'000 | 40'000 | 39'885 | 39'885 | 91'682 CHF | 92'081 CHF | 99.54% | 99.54% |
07.05.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 40'000 | 40'000 | 39'607 | 39'607 | 84'471 CHF | 84'867 CHF | 99.51% | 99.51% |
06.05.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 40'000 | 40'000 | 39'502 | 39'502 | 87'459 CHF | 87'855 CHF | 97.89% | 97.89% |
03.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 40'000 | 40'000 | 39'596 | 39'596 | 86'584 CHF | 86'980 CHF | 98.30% | 98.30% |
02.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 40'000 | 40'000 | 39'857 | 39'857 | 86'238 CHF | 86'637 CHF | 99.34% | 99.34% |
30.04.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 40'000 | 40'000 | 39'765 | 39'765 | 89'510 CHF | 89'908 CHF | 98.81% | 98.81% |