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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 130'000 | 130'000 | 128'941 | 128'941 | 292'979 CHF | 294'270 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 120'000 | 120'000 | 128'378 | 128'378 | 292'093 CHF | 293'380 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 130'000 | 130'000 | 129'975 | 129'975 | 290'779 CHF | 292'079 CHF | 100.00% | 100.00% |
13.05.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 289'565 CHF | 290'865 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 286'811 CHF | 288'111 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 276'928 CHF | 278'228 CHF | 99.25% | 99.25% |
07.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 130'000 | 130'000 | 129'901 | 129'901 | 265'188 CHF | 266'488 CHF | 97.36% | 97.36% |
06.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 262'255 CHF | 263'555 CHF | 98.44% | 98.44% |
03.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 257'929 CHF | 259'229 CHF | 99.99% | 99.99% |
02.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 258'238 CHF | 259'538 CHF | 100.00% | 100.00% |