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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 35'200 | 35'200 | 35'076 | 35'076 | 71'444 CHF | 71'796 CHF | 99.27% | 99.27% |
13.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 35'100 | 35'100 | 34'819 | 34'819 | 71'799 CHF | 72'148 CHF | 99.78% | 99.78% |
10.05.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 35'000 | 35'000 | 34'704 | 34'704 | 72'456 CHF | 72'803 CHF | 99.44% | 99.44% |
08.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 35'300 | 35'300 | 35'245 | 35'245 | 71'653 CHF | 72'006 CHF | 99.43% | 99.43% |
07.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 35'600 | 35'600 | 35'392 | 35'392 | 69'525 CHF | 69'879 CHF | 99.72% | 99.72% |
06.05.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 36'100 | 36'100 | 35'647 | 35'647 | 68'265 CHF | 68'622 CHF | 98.29% | 98.29% |
03.05.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 36'100 | 36'100 | 36'283 | 36'283 | 67'303 CHF | 67'666 CHF | 97.70% | 97.70% |
02.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 37'100 | 37'100 | 36'933 | 36'933 | 65'556 CHF | 65'926 CHF | 99.26% | 99.26% |
30.04.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 37'200 | 37'200 | 36'737 | 36'737 | 65'847 CHF | 66'214 CHF | 99.42% | 99.42% |
29.04.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 36'900 | 36'900 | 36'141 | 36'141 | 66'831 CHF | 67'193 CHF | 99.51% | 99.51% |