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 | 0.28% | 3.51 CHF | 3.52 CHF | 160'000 | 160'000 | 159'766 | 159'766 | 568'039 CHF | 569'639 CHF | 99.60% | 99.60% |
15.05.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 160'000 | 160'000 | 159'706 | 159'706 | 547'960 CHF | 549'560 CHF | 99.41% | 99.41% |
14.05.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 519'279 CHF | 520'879 CHF | 99.87% | 99.87% |
13.05.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 517'475 CHF | 519'075 CHF | 99.45% | 99.45% |
10.05.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 554'518 CHF | 556'118 CHF | 100.00% | 100.00% |
08.05.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 475'239 CHF | 476'839 CHF | 99.29% | 99.29% |
07.05.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 480'559 CHF | 482'159 CHF | 100.00% | 100.00% |
06.05.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 486'506 CHF | 488'106 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 455'666 CHF | 457'266 CHF | 98.18% | 98.18% |
02.05.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 461'356 CHF | 462'956 CHF | 100.00% | 100.00% |