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 | 0.38% | 2.74 CHF | 2.75 CHF | 182'000 | 182'000 | 81'687 | 81'687 | 220'069 CHF | 220'887 CHF | 99.66% | 99.66% |
13.05.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 183'000 | 183'000 | 82'612 | 82'612 | 222'289 CHF | 223'116 CHF | 99.93% | 99.93% |
10.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 184'000 | 184'000 | 82'309 | 82'309 | 221'354 CHF | 222'178 CHF | 100.00% | 100.00% |
08.05.2024 | 0.38% | 2.72 CHF | 2.73 CHF | 183'000 | 183'000 | 80'320 | 80'320 | 219'237 CHF | 220'041 CHF | 98.99% | 98.99% |
07.05.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 183'000 | 183'000 | 81'570 | 81'570 | 224'591 CHF | 225'409 CHF | 99.51% | 99.51% |
06.05.2024 | 0.38% | 2.82 CHF | 2.83 CHF | 181'000 | 181'000 | 81'461 | 81'461 | 219'970 CHF | 220'786 CHF | 100.00% | 100.00% |
03.05.2024 | 0.42% | 2.48 CHF | 2.49 CHF | 189'000 | 189'000 | 85'492 | 85'492 | 208'572 CHF | 209'428 CHF | 99.83% | 99.83% |
02.05.2024 | 0.46% | 2.27 CHF | 2.28 CHF | 193'000 | 193'000 | 87'770 | 87'770 | 193'483 CHF | 194'362 CHF | 99.94% | 99.94% |
30.04.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 188'000 | 188'000 | 84'084 | 84'084 | 210'722 CHF | 211'565 CHF | 99.98% | 99.98% |
29.04.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 189'000 | 189'000 | 83'324 | 83'324 | 206'287 CHF | 207'121 CHF | 99.55% | 99.55% |