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 | 0.39% | 2.54 CHF | 2.55 CHF | 52'000 | 52'000 | 49'461 | 49'461 | 127'348 CHF | 127'844 CHF | 100.00% | 100.00% |
14.05.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 48'000 | 48'000 | 50'068 | 50'068 | 128'942 CHF | 129'443 CHF | 100.00% | 100.00% |
13.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 131'246 CHF | 131'766 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 130'223 CHF | 130'743 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 52'000 | 52'000 | 51'991 | 51'991 | 130'184 CHF | 130'704 CHF | 99.09% | 99.09% |
07.05.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 52'000 | 52'000 | 51'972 | 51'972 | 130'360 CHF | 130'880 CHF | 99.78% | 99.78% |
06.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 129'129 CHF | 129'649 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 128'355 CHF | 128'875 CHF | 99.98% | 99.98% |
02.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 126'715 CHF | 127'235 CHF | 100.00% | 100.00% |
30.04.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 56'000 | 56'000 | 55'977 | 55'977 | 123'750 CHF | 124'310 CHF | 100.00% | 100.00% |