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 | 0.48% | 2.05 CHF | 2.06 CHF | 152'000 | 152'000 | 151'072 | 151'072 | 312'177 CHF | 313'691 CHF | 99.99% | 99.99% |
14.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 152'000 | 152'000 | 152'680 | 152'680 | 307'870 CHF | 309'397 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 156'000 | 156'000 | 154'725 | 154'725 | 309'807 CHF | 311'354 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 156'000 | 156'000 | 154'888 | 154'888 | 311'368 CHF | 312'916 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 152'000 | 152'000 | 152'123 | 152'123 | 308'850 CHF | 310'372 CHF | 99.08% | 99.08% |
07.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 152'000 | 152'000 | 152'721 | 152'721 | 308'373 CHF | 309'901 CHF | 99.93% | 99.93% |
06.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 156'000 | 156'000 | 158'384 | 158'384 | 300'991 CHF | 302'575 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 160'000 | 160'000 | 160'870 | 160'870 | 295'950 CHF | 297'559 CHF | 100.00% | 100.00% |
02.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 164'000 | 164'000 | 162'544 | 162'544 | 294'272 CHF | 295'898 CHF | 100.00% | 100.00% |
30.04.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 164'000 | 164'000 | 163'035 | 163'035 | 293'494 CHF | 295'126 CHF | 100.00% | 100.00% |