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 | 0.40% | 2.48 CHF | 2.49 CHF | 58'000 | 58'000 | 57'870 | 57'870 | 143'275 CHF | 143'855 CHF | 100.00% | 100.00% |
14.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 58'000 | 58'000 | 57'995 | 57'995 | 142'022 CHF | 142'602 CHF | 100.00% | 100.00% |
13.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 58'000 | 58'000 | 57'023 | 57'023 | 145'272 CHF | 145'842 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 56'000 | 56'000 | 56'400 | 56'400 | 144'414 CHF | 144'978 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 142'486 CHF | 143'066 CHF | 99.08% | 99.08% |
07.05.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 58'000 | 58'000 | 58'696 | 58'696 | 139'869 CHF | 140'456 CHF | 99.94% | 99.94% |
06.05.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 140'080 CHF | 140'680 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 137'470 CHF | 138'070 CHF | 99.96% | 99.96% |
02.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 136'544 CHF | 137'144 CHF | 100.00% | 100.00% |
30.04.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 60'000 | 60'000 | 59'962 | 59'962 | 137'613 CHF | 138'213 CHF | 100.00% | 100.00% |