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 | 0.47% | 2.17 CHF | 2.18 CHF | 360'000 | 360'000 | 351'655 | 351'655 | 750'107 CHF | 753'626 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 350'000 | 350'000 | 348'464 | 348'464 | 736'380 CHF | 739'872 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 350'000 | 350'000 | 342'633 | 342'633 | 702'306 CHF | 705'733 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 725'652 CHF | 729'138 CHF | 99.84% | 99.84% |
10.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 350'000 | 350'000 | 348'558 | 348'558 | 733'658 CHF | 737'144 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 360'000 | 360'000 | 358'427 | 358'427 | 774'927 CHF | 778'512 CHF | 98.93% | 98.93% |
07.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 360'000 | 360'000 | 358'228 | 358'228 | 781'168 CHF | 784'753 CHF | 99.88% | 99.88% |
06.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 792'982 CHF | 796'604 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 370'000 | 370'000 | 364'924 | 364'924 | 801'542 CHF | 805'191 CHF | 99.94% | 99.94% |
02.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 360'000 | 360'000 | 358'493 | 358'493 | 773'388 CHF | 776'973 CHF | 98.57% | 98.57% |