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 | 0.35% | 2.87 CHF | 2.88 CHF | 62'000 | 62'000 | 61'982 | 61'982 | 177'364 CHF | 177'984 CHF | 99.98% | 99.98% |
13.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 61'000 | 61'000 | 61'065 | 61'065 | 178'944 CHF | 179'554 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 62'000 | 62'000 | 61'672 | 61'672 | 178'156 CHF | 178'773 CHF | 100.00% | 100.00% |
08.05.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 62'000 | 62'000 | 61'531 | 61'531 | 179'070 CHF | 179'685 CHF | 99.14% | 99.14% |
07.05.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 62'000 | 62'000 | 62'511 | 62'511 | 173'225 CHF | 173'850 CHF | 99.85% | 99.85% |
06.05.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 172'143 CHF | 172'773 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 63'000 | 63'000 | 62'929 | 62'929 | 171'499 CHF | 172'128 CHF | 99.98% | 99.98% |
02.05.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 63'000 | 63'000 | 63'318 | 63'318 | 169'318 CHF | 169'951 CHF | 100.00% | 100.00% |
30.04.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 64'000 | 64'000 | 63'485 | 63'485 | 168'581 CHF | 169'216 CHF | 99.99% | 99.99% |
29.04.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 64'000 | 64'000 | 63'027 | 63'027 | 169'246 CHF | 169'876 CHF | 100.00% | 100.00% |