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 | 0.54% | 1.85 CHF | 1.86 CHF | 152'000 | 152'000 | 151'070 | 151'070 | 281'203 CHF | 282'717 CHF | 99.84% | 99.84% |
14.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 152'000 | 152'000 | 152'653 | 152'653 | 276'657 CHF | 278'184 CHF | 99.99% | 99.99% |
13.05.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 156'000 | 156'000 | 154'727 | 154'727 | 278'661 CHF | 280'208 CHF | 99.93% | 99.93% |
10.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 156'000 | 156'000 | 154'887 | 154'887 | 279'548 CHF | 281'097 CHF | 100.00% | 100.00% |
08.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 152'000 | 152'000 | 152'126 | 152'126 | 278'185 CHF | 279'707 CHF | 99.09% | 99.09% |
07.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 152'000 | 152'000 | 152'609 | 152'609 | 277'417 CHF | 278'945 CHF | 99.93% | 99.93% |
06.05.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 156'000 | 156'000 | 158'384 | 158'384 | 269'322 CHF | 270'906 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 160'000 | 160'000 | 160'870 | 160'870 | 263'516 CHF | 265'125 CHF | 99.91% | 99.91% |
02.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 164'000 | 164'000 | 162'547 | 162'547 | 261'836 CHF | 263'461 CHF | 100.00% | 100.00% |
30.04.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 164'000 | 164'000 | 163'124 | 163'124 | 261'031 CHF | 262'663 CHF | 98.93% | 98.93% |