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 | 0.36% | 2.76 CHF | 2.77 CHF | 152'000 | 152'000 | 151'076 | 151'076 | 418'482 CHF | 419'996 CHF | 100.00% | 100.00% |
14.05.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 152'000 | 152'000 | 152'674 | 152'674 | 415'246 CHF | 416'773 CHF | 100.00% | 100.00% |
13.05.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 156'000 | 156'000 | 154'725 | 154'725 | 418'394 CHF | 419'941 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 156'000 | 156'000 | 154'887 | 154'887 | 419'495 CHF | 421'043 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 152'000 | 152'000 | 152'121 | 152'121 | 415'028 CHF | 416'550 CHF | 99.08% | 99.08% |
07.05.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 152'000 | 152'000 | 152'717 | 152'717 | 415'032 CHF | 416'560 CHF | 99.93% | 99.93% |
06.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 411'802 CHF | 413'386 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 160'000 | 160'000 | 160'868 | 160'868 | 408'123 CHF | 409'732 CHF | 99.98% | 99.98% |
02.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 164'000 | 164'000 | 162'545 | 162'545 | 407'797 CHF | 409'422 CHF | 99.99% | 99.99% |
30.04.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 164'000 | 164'000 | 163'047 | 163'047 | 407'567 CHF | 409'199 CHF | 100.00% | 100.00% |