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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 68'100 | 68'100 | 68'074 | 68'074 | 209'382 CHF | 210'063 CHF | 99.99% | 99.99% |
22.05.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 68'100 | 68'100 | 66'595 | 66'595 | 205'624 CHF | 206'290 CHF | 100.00% | 100.00% |
21.05.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 65'600 | 65'600 | 65'123 | 65'123 | 208'666 CHF | 209'317 CHF | 99.15% | 99.15% |
17.05.2024 | 0.48% | 3.31 CHF | 3.32 CHF | 62'300 | 62'300 | 59'836 | 59'836 | 199'236 CHF | 200'184 CHF | 100.00% | 100.00% |
16.05.2024 | 0.56% | 3.48 CHF | 3.50 CHF | 58'200 | 58'200 | 57'246 | 57'246 | 205'067 CHF | 206'213 CHF | 100.00% | 100.00% |
15.05.2024 | 0.55% | 3.55 CHF | 3.57 CHF | 56'700 | 56'700 | 56'370 | 56'370 | 204'810 CHF | 205'941 CHF | 99.99% | 99.99% |
14.05.2024 | 0.54% | 3.62 CHF | 3.64 CHF | 56'500 | 56'500 | 55'174 | 55'174 | 202'959 CHF | 204'063 CHF | 99.99% | 99.99% |
13.05.2024 | 0.53% | 3.72 CHF | 3.74 CHF | 54'400 | 54'400 | 54'280 | 54'280 | 206'026 CHF | 207'112 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 3.88 CHF | 3.90 CHF | 54'200 | 54'200 | 53'058 | 53'058 | 204'079 CHF | 205'140 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 3.90 CHF | 3.92 CHF | 53'300 | 53'300 | 53'239 | 53'239 | 207'656 CHF | 208'721 CHF | 99.16% | 99.16% |