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 | 0.40% | 2.52 CHF | 2.53 CHF | 152'000 | 152'000 | 151'071 | 151'071 | 382'501 CHF | 384'015 CHF | 99.89% | 99.89% |
14.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 152'000 | 152'000 | 152'674 | 152'674 | 378'953 CHF | 380'480 CHF | 100.00% | 100.00% |
13.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 156'000 | 156'000 | 154'725 | 154'725 | 381'787 CHF | 383'334 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 156'000 | 156'000 | 154'887 | 154'887 | 382'919 CHF | 384'468 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 152'000 | 152'000 | 152'121 | 152'121 | 379'479 CHF | 381'001 CHF | 99.09% | 99.09% |
07.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 152'000 | 152'000 | 152'718 | 152'718 | 379'238 CHF | 380'766 CHF | 99.94% | 99.94% |
06.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 374'403 CHF | 375'987 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 160'000 | 160'000 | 160'869 | 160'869 | 370'036 CHF | 371'645 CHF | 99.99% | 99.99% |
02.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 164'000 | 164'000 | 162'545 | 162'545 | 369'222 CHF | 370'847 CHF | 100.00% | 100.00% |
30.04.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 164'000 | 164'000 | 163'045 | 163'045 | 369'304 CHF | 370'936 CHF | 100.00% | 100.00% |