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 | 0.38% | 2.64 CHF | 2.65 CHF | 152'000 | 152'000 | 151'073 | 151'073 | 399'944 CHF | 401'458 CHF | 99.99% | 99.99% |
14.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 152'000 | 152'000 | 152'677 | 152'677 | 396'510 CHF | 398'037 CHF | 100.00% | 100.00% |
13.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 156'000 | 156'000 | 154'724 | 154'724 | 399'855 CHF | 401'402 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 156'000 | 156'000 | 154'887 | 154'887 | 400'972 CHF | 402'521 CHF | 100.00% | 100.00% |
08.05.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 152'000 | 152'000 | 152'123 | 152'123 | 396'833 CHF | 398'355 CHF | 99.08% | 99.08% |
07.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 152'000 | 152'000 | 152'718 | 152'718 | 396'760 CHF | 398'287 CHF | 99.93% | 99.93% |
06.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 392'537 CHF | 394'121 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 160'000 | 160'000 | 160'871 | 160'871 | 388'909 CHF | 390'518 CHF | 100.00% | 100.00% |
02.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 164'000 | 164'000 | 162'547 | 162'547 | 388'351 CHF | 389'976 CHF | 99.99% | 99.99% |
30.04.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 164'000 | 164'000 | 163'038 | 163'038 | 388'003 CHF | 389'635 CHF | 100.00% | 100.00% |