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 | 0.31% | 3.32 CHF | 3.33 CHF | 85'300 | 85'300 | 84'314 | 84'314 | 275'015 CHF | 275'859 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 83'800 | 83'800 | 82'323 | 82'323 | 274'128 CHF | 274'954 CHF | 99.84% | 99.84% |
14.05.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 81'700 | 81'700 | 82'593 | 82'593 | 282'641 CHF | 283'467 CHF | 99.87% | 99.87% |
13.05.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 83'200 | 83'200 | 82'840 | 82'840 | 280'209 CHF | 281'038 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 82'600 | 82'600 | 81'464 | 81'464 | 275'889 CHF | 276'703 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 81'100 | 81'100 | 82'005 | 82'005 | 283'007 CHF | 283'827 CHF | 99.16% | 99.16% |
07.05.2024 | 0.29% | 3.37 CHF | 3.38 CHF | 82'600 | 82'600 | 83'610 | 83'610 | 283'543 CHF | 284'379 CHF | 99.70% | 99.70% |
06.05.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 84'300 | 84'300 | 83'638 | 83'638 | 276'922 CHF | 277'759 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 83'200 | 83'200 | 80'707 | 80'707 | 270'492 CHF | 271'300 CHF | 98.74% | 98.74% |
02.05.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 79'100 | 79'100 | 75'391 | 75'391 | 270'101 CHF | 270'855 CHF | 99.99% | 99.99% |