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% | 2.57 CHF | 2.58 CHF | 150'000 | 150'000 | 149'684 | 149'680 | 350'541 CHF | 352'031 CHF | 99.83% | 99.83% |
14.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 150'000 | 150'000 | 149'969 | 149'967 | 323'179 CHF | 324'674 CHF | 99.87% | 99.87% |
13.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 308'996 CHF | 310'496 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 2.07 CHF | 2.08 CHF | 150'000 | 150'000 | 149'991 | 149'999 | 332'941 CHF | 334'460 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 1.71 CHF | 1.72 CHF | 150'000 | 150'000 | 149'966 | 149'966 | 246'554 CHF | 248'054 CHF | 99.29% | 99.29% |
07.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 150'000 | 150'000 | 149'893 | 149'893 | 249'791 CHF | 251'291 CHF | 100.00% | 100.00% |
06.05.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 150'000 | 150'000 | 149'994 | 149'957 | 241'533 CHF | 242'975 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 1.24 CHF | 1.25 CHF | 150'000 | 150'000 | 149'981 | 149'996 | 196'402 CHF | 197'923 CHF | 98.54% | 98.54% |
02.05.2024 | 0.79% | 1.37 CHF | 1.38 CHF | 150'000 | 150'000 | 150'000 | 149'997 | 190'155 CHF | 191'650 CHF | 100.00% | 100.00% |
30.04.2024 | 0.73% | 1.30 CHF | 1.31 CHF | 150'000 | 150'000 | 149'861 | 149'873 | 206'532 CHF | 208'050 CHF | 99.99% | 99.99% |