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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 41'000 | 41'000 | 40'769 | 40'769 | 92'620 CHF | 93'028 CHF | 98.94% | 98.94% |
13.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 41'000 | 41'000 | 40'599 | 40'599 | 92'230 CHF | 92'636 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 41'000 | 41'000 | 40'589 | 40'589 | 93'441 CHF | 93'847 CHF | 87.43% | 93.56% |
08.05.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 41'000 | 41'000 | 41'388 | 41'388 | 101'978 CHF | 102'392 CHF | 99.49% | 99.49% |
07.05.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 42'000 | 42'000 | 41'548 | 41'548 | 109'311 CHF | 109'727 CHF | 99.64% | 99.64% |
06.05.2024 | 0.40% | 2.65 CHF | 2.66 CHF | 42'000 | 42'000 | 41'538 | 41'538 | 106'002 CHF | 106'418 CHF | 97.57% | 97.57% |
03.05.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 42'000 | 42'000 | 41'831 | 41'831 | 108'085 CHF | 108'503 CHF | 96.25% | 96.25% |
02.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 42'000 | 42'000 | 41'761 | 41'761 | 109'015 CHF | 109'433 CHF | 99.46% | 99.46% |
30.04.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 42'000 | 42'000 | 41'578 | 41'578 | 105'093 CHF | 105'509 CHF | 99.49% | 99.49% |
29.04.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 42'000 | 42'000 | 41'490 | 41'490 | 104'865 CHF | 105'281 CHF | 98.22% | 98.22% |