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 | 0.43% | 2.42 CHF | 2.43 CHF | 61'000 | 61'000 | 61'451 | 61'451 | 143'580 CHF | 144'196 CHF | 100.00% | 100.00% |
14.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 62'000 | 62'000 | 61'980 | 61'980 | 143'020 CHF | 143'640 CHF | 99.97% | 99.97% |
13.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 61'000 | 61'000 | 61'065 | 61'065 | 145'131 CHF | 145'742 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 62'000 | 62'000 | 61'672 | 61'672 | 144'003 CHF | 144'620 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 62'000 | 62'000 | 61'530 | 61'530 | 144'998 CHF | 145'613 CHF | 99.14% | 99.14% |
07.05.2024 | 0.45% | 2.33 CHF | 2.34 CHF | 62'000 | 62'000 | 62'512 | 62'512 | 138'639 CHF | 139'264 CHF | 99.85% | 99.85% |
06.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 137'262 CHF | 137'892 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 63'000 | 63'000 | 62'929 | 62'929 | 136'702 CHF | 137'332 CHF | 99.97% | 99.97% |
02.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 63'000 | 63'000 | 63'318 | 63'318 | 134'306 CHF | 134'940 CHF | 100.00% | 100.00% |
30.04.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 64'000 | 64'000 | 63'478 | 63'478 | 133'451 CHF | 134'086 CHF | 99.99% | 99.99% |