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 | 0.49% | 2.07 CHF | 2.08 CHF | 360'000 | 360'000 | 351'653 | 351'653 | 714'510 CHF | 718'029 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 350'000 | 350'000 | 348'421 | 348'421 | 701'073 CHF | 704'565 CHF | 100.00% | 100.00% |
14.05.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 350'000 | 350'000 | 342'634 | 342'634 | 667'731 CHF | 671'158 CHF | 100.00% | 100.00% |
13.05.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 690'476 CHF | 693'961 CHF | 99.85% | 99.85% |
10.05.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 698'297 CHF | 701'782 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 360'000 | 360'000 | 358'426 | 358'426 | 738'382 CHF | 741'967 CHF | 98.93% | 98.93% |
07.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 360'000 | 360'000 | 358'247 | 358'247 | 744'876 CHF | 748'461 CHF | 99.88% | 99.88% |
06.05.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 756'576 CHF | 760'199 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 370'000 | 370'000 | 364'923 | 364'923 | 764'908 CHF | 768'557 CHF | 99.97% | 99.97% |
02.05.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 360'000 | 360'000 | 358'493 | 358'493 | 737'355 CHF | 740'940 CHF | 98.57% | 98.57% |