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 | 0.52% | 1.89 CHF | 1.90 CHF | 65'000 | 65'000 | 61'821 | 61'821 | 118'210 CHF | 118'830 CHF | 100.00% | 100.00% |
14.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 60'000 | 60'000 | 62'585 | 62'585 | 119'777 CHF | 120'403 CHF | 100.00% | 100.00% |
13.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 121'672 CHF | 122'322 CHF | 100.00% | 100.00% |
10.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 120'725 CHF | 121'375 CHF | 100.00% | 100.00% |
08.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 65'000 | 65'000 | 64'989 | 64'989 | 120'763 CHF | 121'413 CHF | 99.08% | 99.08% |
07.05.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 65'000 | 65'000 | 64'964 | 64'964 | 120'817 CHF | 121'467 CHF | 99.78% | 99.78% |
06.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 119'649 CHF | 120'299 CHF | 100.00% | 100.00% |
03.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 118'871 CHF | 119'521 CHF | 99.98% | 99.98% |
02.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 117'201 CHF | 117'851 CHF | 99.99% | 99.99% |
30.04.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 70'000 | 70'000 | 69'971 | 69'971 | 113'632 CHF | 114'332 CHF | 99.99% | 99.99% |