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 | 0.34% | 2.96 CHF | 2.97 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 174'454 CHF | 175'054 CHF | 98.95% | 98.95% |
13.05.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 175'051 CHF | 175'651 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 178'341 CHF | 178'941 CHF | 100.00% | 100.00% |
08.05.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 174'353 CHF | 174'953 CHF | 100.00% | 100.00% |
07.05.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 172'296 CHF | 172'896 CHF | 99.82% | 99.82% |
06.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 165'943 CHF | 166'543 CHF | 99.77% | 99.77% |
03.05.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 162'480 CHF | 163'080 CHF | 99.70% | 99.70% |
02.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 158'076 CHF | 158'676 CHF | 100.00% | 100.00% |
30.04.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 161'456 CHF | 162'056 CHF | 100.00% | 100.00% |
29.04.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 163'666 CHF | 164'266 CHF | 99.68% | 99.68% |