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% | 3.30 CHF | 3.31 CHF | 80'000 | 80'000 | 79'901 | 79'901 | 269'030 CHF | 269'830 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 3.44 CHF | 3.45 CHF | 80'000 | 80'000 | 79'865 | 79'865 | 268'727 CHF | 269'527 CHF | 99.92% | 99.92% |
14.05.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 264'068 CHF | 264'868 CHF | 99.74% | 99.74% |
13.05.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 264'763 CHF | 265'563 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 267'418 CHF | 268'218 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 80'000 | 80'000 | 79'981 | 79'981 | 243'541 CHF | 244'341 CHF | 99.67% | 99.67% |
07.05.2024 | 0.36% | 2.94 CHF | 2.95 CHF | 80'000 | 80'000 | 79'939 | 79'939 | 224'768 CHF | 225'568 CHF | 99.75% | 99.75% |
06.05.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 210'014 CHF | 210'814 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 198'244 CHF | 199'044 CHF | 99.90% | 99.90% |
02.05.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 192'929 CHF | 193'729 CHF | 99.64% | 99.64% |