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 | 0.42% | 2.37 CHF | 2.38 CHF | 58'000 | 58'000 | 57'883 | 57'883 | 136'806 CHF | 137'386 CHF | 100.00% | 100.00% |
14.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 58'000 | 58'000 | 57'995 | 57'995 | 135'484 CHF | 136'064 CHF | 100.00% | 100.00% |
13.05.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 58'000 | 58'000 | 57'023 | 57'023 | 138'848 CHF | 139'419 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 56'000 | 56'000 | 56'400 | 56'400 | 138'073 CHF | 138'637 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 135'937 CHF | 136'517 CHF | 99.09% | 99.09% |
07.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 58'000 | 58'000 | 58'711 | 58'711 | 133'314 CHF | 133'901 CHF | 99.94% | 99.94% |
06.05.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 133'374 CHF | 133'974 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 130'715 CHF | 131'315 CHF | 99.99% | 99.99% |
02.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 129'763 CHF | 130'363 CHF | 99.99% | 99.99% |
30.04.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 60'000 | 60'000 | 59'943 | 59'943 | 130'792 CHF | 131'392 CHF | 100.00% | 100.00% |