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 | 0.42% | 2.50 CHF | 2.51 CHF | 45'000 | 45'000 | 44'578 | 44'578 | 107'882 CHF | 108'329 CHF | 100.00% | 100.00% |
14.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 45'000 | 45'000 | 44'723 | 44'723 | 109'928 CHF | 110'376 CHF | 98.94% | 98.94% |
13.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 45'000 | 45'000 | 44'578 | 44'578 | 109'675 CHF | 110'121 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 45'000 | 45'000 | 44'641 | 44'641 | 108'785 CHF | 109'232 CHF | 87.32% | 93.44% |
08.05.2024 | 0.44% | 2.35 CHF | 2.36 CHF | 45'000 | 45'000 | 44'905 | 44'905 | 102'392 CHF | 102'841 CHF | 99.40% | 99.40% |
07.05.2024 | 0.48% | 2.16 CHF | 2.17 CHF | 45'000 | 45'000 | 44'556 | 44'556 | 94'167 CHF | 94'613 CHF | 99.43% | 99.43% |
06.05.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 45'000 | 45'000 | 44'550 | 44'550 | 97'788 CHF | 98'234 CHF | 97.09% | 97.09% |
03.05.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 45'000 | 45'000 | 44'829 | 44'829 | 97'258 CHF | 97'706 CHF | 96.76% | 97.41% |
02.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 45'000 | 45'000 | 44'871 | 44'871 | 96'272 CHF | 96'721 CHF | 99.26% | 99.26% |
30.04.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 45'000 | 45'000 | 44'731 | 44'731 | 99'868 CHF | 100'316 CHF | 99.06% | 99.06% |