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 | 0.47% | 2.12 CHF | 2.13 CHF | 43'000 | 43'000 | 42'872 | 42'872 | 90'568 CHF | 90'998 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 43'000 | 43'000 | 42'992 | 42'992 | 89'063 CHF | 89'493 CHF | 99.98% | 99.98% |
13.05.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 43'000 | 43'000 | 43'000 | 43'000 | 89'826 CHF | 90'256 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 43'000 | 43'000 | 43'000 | 43'000 | 88'392 CHF | 88'822 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 44'000 | 44'000 | 43'992 | 43'992 | 83'213 CHF | 83'653 CHF | 99.09% | 99.09% |
07.05.2024 | 0.54% | 1.90 CHF | 1.91 CHF | 44'000 | 44'000 | 44'226 | 44'226 | 82'152 CHF | 82'595 CHF | 99.88% | 99.88% |
06.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 45'000 | 45'000 | 45'098 | 45'098 | 78'429 CHF | 78'880 CHF | 100.00% | 100.00% |
03.05.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 45'000 | 45'000 | 45'123 | 45'123 | 77'863 CHF | 78'314 CHF | 99.98% | 99.98% |
02.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 45'000 | 45'000 | 45'598 | 45'598 | 76'900 CHF | 77'356 CHF | 99.99% | 99.99% |
30.04.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 45'000 | 45'000 | 44'974 | 44'974 | 77'933 CHF | 78'383 CHF | 99.99% | 99.99% |