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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 62'000 | 62'000 | 61'672 | 61'672 | 112'190 CHF | 112'806 CHF | 100.00% | 100.00% |
08.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 62'000 | 62'000 | 61'531 | 61'531 | 110'763 CHF | 111'379 CHF | 99.15% | 99.15% |
07.05.2024 | 0.52% | 1.83 CHF | 1.84 CHF | 62'000 | 62'000 | 62'511 | 62'511 | 121'259 CHF | 121'884 CHF | 99.85% | 99.85% |
06.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 124'714 CHF | 125'344 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 63'000 | 63'000 | 62'929 | 62'929 | 125'230 CHF | 125'859 CHF | 99.97% | 99.97% |
02.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 63'000 | 63'000 | 63'318 | 63'318 | 129'337 CHF | 129'971 CHF | 99.99% | 99.99% |
30.04.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 64'000 | 64'000 | 63'487 | 63'487 | 131'018 CHF | 131'653 CHF | 99.99% | 99.99% |
29.04.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 64'000 | 64'000 | 63'027 | 63'027 | 128'280 CHF | 128'910 CHF | 100.00% | 100.00% |
26.04.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 63'000 | 63'000 | 63'782 | 63'782 | 133'472 CHF | 134'109 CHF | 99.44% | 99.44% |
25.04.2024 | 0.49% | 2.13 CHF | 2.14 CHF | 64'000 | 64'000 | 63'259 | 63'259 | 128'386 CHF | 129'019 CHF | 99.98% | 99.98% |