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 | 0.41% | 2.40 CHF | 2.41 CHF | 152'000 | 152'000 | 151'078 | 151'078 | 364'779 CHF | 366'293 CHF | 99.97% | 99.97% |
14.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 152'000 | 152'000 | 152'677 | 152'677 | 360'989 CHF | 362'516 CHF | 99.99% | 99.99% |
13.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 156'000 | 156'000 | 154'724 | 154'724 | 363'603 CHF | 365'150 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 156'000 | 156'000 | 154'888 | 154'888 | 364'582 CHF | 366'131 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 152'000 | 152'000 | 152'123 | 152'123 | 361'616 CHF | 363'137 CHF | 99.09% | 99.09% |
07.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 152'000 | 152'000 | 152'718 | 152'718 | 361'344 CHF | 362'872 CHF | 99.94% | 99.94% |
06.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 355'896 CHF | 357'480 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 160'000 | 160'000 | 160'870 | 160'870 | 351'283 CHF | 352'892 CHF | 99.98% | 99.98% |
02.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 164'000 | 164'000 | 162'547 | 162'547 | 350'179 CHF | 351'804 CHF | 99.98% | 99.98% |
30.04.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 164'000 | 164'000 | 163'041 | 163'041 | 350'111 CHF | 351'743 CHF | 100.00% | 100.00% |