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 | 0.47% | 2.08 CHF | 2.09 CHF | 100'000 | 100'000 | 99'757 | 99'757 | 212'790 CHF | 213'797 CHF | 98.90% | 98.90% |
14.05.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 210'920 CHF | 211'920 CHF | 99.50% | 99.50% |
13.05.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 210'876 CHF | 211'876 CHF | 99.81% | 99.81% |
10.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 213'336 CHF | 214'336 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 223'458 CHF | 224'458 CHF | 100.00% | 100.00% |
07.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 234'510 CHF | 235'510 CHF | 96.44% | 96.44% |
06.05.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 229'287 CHF | 230'287 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 231'425 CHF | 232'425 CHF | 97.93% | 97.93% |
02.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 233'110 CHF | 234'110 CHF | 99.04% | 99.04% |
30.04.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 227'500 CHF | 228'500 CHF | 99.22% | 99.22% |