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 | 0.30% | 3.29 CHF | 3.30 CHF | 50'000 | 50'000 | 49'548 | 49'548 | 165'370 CHF | 165'866 CHF | 99.96% | 99.96% |
15.05.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 160'907 CHF | 161'403 CHF | 99.80% | 99.80% |
14.05.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 50'000 | 50'000 | 49'722 | 49'722 | 155'329 CHF | 155'826 CHF | 98.80% | 98.80% |
13.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 155'253 CHF | 155'749 CHF | 99.87% | 99.87% |
10.05.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 50'000 | 50'000 | 49'649 | 49'649 | 158'271 CHF | 158'767 CHF | 99.32% | 99.32% |
08.05.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 50'000 | 50'000 | 49'904 | 49'904 | 155'841 CHF | 156'340 CHF | 99.45% | 99.45% |
07.05.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 50'000 | 50'000 | 49'474 | 49'474 | 152'712 CHF | 153'207 CHF | 99.64% | 99.64% |
06.05.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 50'000 | 50'000 | 49'480 | 49'480 | 147'529 CHF | 148'025 CHF | 98.46% | 98.46% |
03.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 50'000 | 50'000 | 49'794 | 49'794 | 145'609 CHF | 146'107 CHF | 97.00% | 97.00% |
02.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 50'000 | 50'000 | 49'778 | 49'778 | 141'806 CHF | 142'304 CHF | 99.11% | 99.11% |