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 | 0.32% | 3.10 CHF | 3.11 CHF | 160'000 | 160'000 | 159'765 | 159'765 | 501'704 CHF | 503'304 CHF | 100.00% | 100.00% |
15.05.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 160'000 | 160'000 | 159'707 | 159'707 | 482'174 CHF | 483'774 CHF | 99.82% | 99.82% |
14.05.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 453'793 CHF | 455'393 CHF | 99.87% | 99.87% |
13.05.2024 | 0.35% | 2.77 CHF | 2.78 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 452'340 CHF | 453'940 CHF | 99.45% | 99.45% |
10.05.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 489'093 CHF | 490'693 CHF | 99.99% | 99.99% |
08.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 412'695 CHF | 414'295 CHF | 99.29% | 99.29% |
07.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 418'559 CHF | 420'159 CHF | 100.00% | 100.00% |
06.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 424'258 CHF | 425'858 CHF | 100.00% | 100.00% |
03.05.2024 | 0.40% | 2.42 CHF | 2.43 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 395'021 CHF | 396'621 CHF | 98.17% | 98.17% |
02.05.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 401'423 CHF | 403'023 CHF | 99.99% | 99.99% |