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 | 0.33% | 2.62 CHF | 2.63 CHF | 147'000 | 147'000 | 107'579 | 107'579 | 321'518 CHF | 322'594 CHF | 99.99% | 99.99% |
22.05.2024 | 0.23% | 3.83 CHF | 3.84 CHF | 102'500 | 102'500 | 92'034 | 92'034 | 397'443 CHF | 398'363 CHF | 100.00% | 100.00% |
21.05.2024 | 0.21% | 4.95 CHF | 4.96 CHF | 90'700 | 90'700 | 93'826 | 93'826 | 437'166 CHF | 438'105 CHF | 99.99% | 99.99% |
17.05.2024 | 0.26% | 4.33 CHF | 4.34 CHF | 103'200 | 103'200 | 117'596 | 117'596 | 460'489 CHF | 461'665 CHF | 100.00% | 100.00% |
16.05.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 119'300 | 119'300 | 126'639 | 126'639 | 469'868 CHF | 471'136 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 3.68 CHF | 3.69 CHF | 127'700 | 127'700 | 132'597 | 132'597 | 450'175 CHF | 451'504 CHF | 99.83% | 99.83% |
14.05.2024 | 0.34% | 3.07 CHF | 3.08 CHF | 133'600 | 133'600 | 141'068 | 141'068 | 420'445 CHF | 421'856 CHF | 99.88% | 99.88% |
13.05.2024 | 0.34% | 2.83 CHF | 2.84 CHF | 142'100 | 142'100 | 119'692 | 119'692 | 354'579 CHF | 355'776 CHF | 99.45% | 99.45% |
10.05.2024 | 0.28% | 3.40 CHF | 3.41 CHF | 116'800 | 116'800 | 145'024 | 145'024 | 519'287 CHF | 520'738 CHF | 99.99% | 99.99% |
08.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 163'300 | 163'300 | 153'742 | 153'742 | 399'476 CHF | 401'014 CHF | 99.29% | 99.29% |