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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 156'000 | 156'000 | 154'725 | 154'725 | 336'062 CHF | 337'609 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 156'000 | 156'000 | 154'888 | 154'888 | 337'012 CHF | 338'561 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 152'000 | 152'000 | 152'124 | 152'124 | 334'596 CHF | 336'118 CHF | 99.08% | 99.08% |
07.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 152'000 | 152'000 | 152'721 | 152'721 | 334'259 CHF | 335'786 CHF | 99.93% | 99.93% |
06.05.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 156'000 | 156'000 | 158'385 | 158'385 | 327'812 CHF | 329'396 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 160'000 | 160'000 | 160'870 | 160'870 | 322'861 CHF | 324'470 CHF | 99.99% | 99.99% |
02.05.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 164'000 | 164'000 | 162'544 | 162'544 | 321'469 CHF | 323'094 CHF | 100.00% | 100.00% |
30.04.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 164'000 | 164'000 | 163'036 | 163'036 | 321'206 CHF | 322'838 CHF | 100.00% | 100.00% |
29.04.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 160'000 | 160'000 | 159'266 | 159'266 | 327'323 CHF | 328'916 CHF | 98.89% | 98.89% |
26.04.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 148'000 | 148'000 | 147'077 | 147'077 | 348'959 CHF | 350'430 CHF | 99.58% | 99.58% |