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 | 0.51% | 1.97 CHF | 1.98 CHF | 58'000 | 58'000 | 57'869 | 57'869 | 113'941 CHF | 114'521 CHF | 99.99% | 99.99% |
14.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 58'000 | 58'000 | 57'995 | 57'995 | 112'563 CHF | 113'143 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 58'000 | 58'000 | 57'023 | 57'023 | 116'373 CHF | 116'943 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 56'000 | 56'000 | 56'400 | 56'400 | 115'825 CHF | 116'389 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 113'091 CHF | 113'671 CHF | 99.09% | 99.09% |
07.05.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 58'000 | 58'000 | 58'696 | 58'696 | 110'135 CHF | 110'722 CHF | 99.94% | 99.94% |
06.05.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 109'708 CHF | 110'308 CHF | 100.00% | 100.00% |
03.05.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 107'112 CHF | 107'712 CHF | 100.00% | 100.00% |
02.05.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 106'164 CHF | 106'764 CHF | 99.99% | 99.99% |
30.04.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 60'000 | 60'000 | 59'963 | 59'963 | 107'258 CHF | 107'858 CHF | 100.00% | 100.00% |