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% | 2.48 CHF | 2.49 CHF | 41'000 | 41'000 | 40'615 | 40'615 | 97'736 CHF | 98'142 CHF | 100.00% | 100.00% |
14.05.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 41'000 | 41'000 | 40'737 | 40'737 | 99'610 CHF | 100'018 CHF | 98.97% | 98.97% |
13.05.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 41'000 | 41'000 | 40'591 | 40'591 | 99'329 CHF | 99'735 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.45 CHF | 2.46 CHF | 41'000 | 41'000 | 40'648 | 40'648 | 98'473 CHF | 98'879 CHF | 87.24% | 93.34% |
08.05.2024 | 0.44% | 2.34 CHF | 2.35 CHF | 41'000 | 41'000 | 41'397 | 41'397 | 93'808 CHF | 94'223 CHF | 99.36% | 99.36% |
07.05.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 42'000 | 42'000 | 41'584 | 41'584 | 87'349 CHF | 87'765 CHF | 99.49% | 99.49% |
06.05.2024 | 0.46% | 2.09 CHF | 2.10 CHF | 42'000 | 42'000 | 41'536 | 41'536 | 90'623 CHF | 91'039 CHF | 97.53% | 97.53% |
03.05.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 42'000 | 42'000 | 41'829 | 41'829 | 90'192 CHF | 90'610 CHF | 96.26% | 96.26% |
02.05.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 42'000 | 42'000 | 41'871 | 41'871 | 89'252 CHF | 89'671 CHF | 99.33% | 99.33% |
30.04.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 42'000 | 42'000 | 41'549 | 41'549 | 92'245 CHF | 92'661 CHF | 99.14% | 99.14% |