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 | 0.34% | 2.72 CHF | 2.73 CHF | 76'400 | 76'400 | 74'788 | 74'788 | 221'455 CHF | 222'203 CHF | 99.42% | 99.42% |
15.05.2024 | 0.28% | 3.68 CHF | 3.69 CHF | 73'900 | 73'900 | 74'366 | 74'366 | 269'819 CHF | 270'565 CHF | 100.00% | 100.00% |
14.05.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 71'900 | 71'900 | 71'602 | 71'602 | 256'115 CHF | 256'831 CHF | 99.66% | 99.66% |
13.05.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 70'000 | 70'000 | 69'710 | 69'710 | 260'551 CHF | 261'248 CHF | 99.47% | 99.47% |
10.05.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 74'800 | 74'800 | 75'468 | 75'468 | 277'869 CHF | 278'624 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 82'600 | 82'600 | 82'706 | 82'706 | 269'945 CHF | 270'773 CHF | 98.93% | 98.93% |
07.05.2024 | 0.33% | 3.19 CHF | 3.20 CHF | 85'100 | 85'100 | 85'600 | 85'600 | 256'320 CHF | 257'176 CHF | 99.42% | 99.42% |
06.05.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 87'500 | 87'500 | 87'552 | 87'552 | 266'731 CHF | 267'606 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 92'600 | 92'600 | 92'482 | 92'482 | 268'463 CHF | 269'388 CHF | 99.91% | 99.91% |
02.05.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 91'400 | 91'400 | 91'794 | 91'794 | 259'045 CHF | 259'963 CHF | 98.56% | 98.56% |