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 | 0.26% | 3.84 CHF | 3.85 CHF | 247'400 | 247'400 | 247'175 | 247'175 | 955'299 CHF | 957'773 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 3.74 CHF | 3.75 CHF | 264'000 | 264'000 | 263'312 | 263'312 | 947'348 CHF | 949'988 CHF | 99.90% | 99.90% |
14.05.2024 | 0.30% | 3.47 CHF | 3.48 CHF | 266'600 | 266'600 | 266'599 | 266'599 | 902'206 CHF | 904'872 CHF | 99.29% | 99.29% |
13.05.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 270'600 | 270'600 | 270'600 | 270'600 | 916'475 CHF | 919'181 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 295'400 | 295'400 | 295'400 | 295'400 | 977'149 CHF | 980'103 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 311'200 | 311'200 | 311'200 | 311'200 | 932'825 CHF | 935'937 CHF | 99.77% | 99.77% |
07.05.2024 | 0.36% | 2.89 CHF | 2.90 CHF | 346'100 | 346'100 | 346'032 | 346'032 | 963'319 CHF | 966'780 CHF | 96.10% | 96.10% |
06.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 357'400 | 357'400 | 357'400 | 357'400 | 916'878 CHF | 920'452 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 371'300 | 371'300 | 371'300 | 371'300 | 901'855 CHF | 905'568 CHF | 99.91% | 99.91% |
02.05.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 359'100 | 359'100 | 359'100 | 359'100 | 862'611 CHF | 866'202 CHF | 99.59% | 99.59% |