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 | 0.40% | 2.49 CHF | 2.50 CHF | 130'000 | 130'000 | 129'976 | 129'976 | 321'141 CHF | 322'441 CHF | 100.00% | 100.00% |
13.05.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 319'818 CHF | 321'118 CHF | 100.00% | 100.00% |
10.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 317'000 CHF | 318'300 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 307'053 CHF | 308'353 CHF | 99.25% | 99.25% |
07.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 130'000 | 130'000 | 129'903 | 129'903 | 295'405 CHF | 296'705 CHF | 97.36% | 97.36% |
06.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 292'579 CHF | 293'879 CHF | 98.55% | 98.55% |
03.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 288'224 CHF | 289'524 CHF | 99.99% | 99.99% |
02.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 288'381 CHF | 289'681 CHF | 99.99% | 99.99% |
30.04.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 130'000 | 130'000 | 129'904 | 129'904 | 292'436 CHF | 293'736 CHF | 100.00% | 100.00% |
29.04.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 292'141 CHF | 293'441 CHF | 99.99% | 99.99% |