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 | 0.25% | 4.03 CHF | 4.04 CHF | 94'600 | 94'600 | 95'174 | 95'174 | 378'034 CHF | 378'986 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 95'700 | 95'700 | 95'511 | 95'511 | 376'671 CHF | 377'628 CHF | 100.00% | 100.00% |
14.05.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 95'800 | 95'800 | 96'757 | 96'757 | 379'167 CHF | 380'134 CHF | 99.98% | 99.98% |
13.05.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 97'400 | 97'400 | 97'400 | 97'400 | 375'622 CHF | 376'596 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 97'500 | 97'500 | 98'342 | 98'342 | 376'848 CHF | 377'832 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 98'100 | 98'100 | 98'159 | 98'159 | 373'682 CHF | 374'664 CHF | 99.16% | 99.16% |
07.05.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 98'200 | 98'200 | 98'907 | 98'907 | 377'241 CHF | 378'231 CHF | 99.69% | 99.69% |
06.05.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 99'400 | 99'400 | 99'761 | 99'761 | 374'891 CHF | 375'889 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 100'000 | 100'000 | 99'390 | 99'390 | 371'722 CHF | 372'716 CHF | 98.78% | 98.78% |
02.05.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 99'000 | 99'000 | 96'534 | 96'534 | 365'630 CHF | 366'596 CHF | 99.99% | 99.99% |