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% | 8.32 CHF | 8.35 CHF | 25'100 | 25'100 | 28'356 | 28'358 | 236'158 CHF | 236'869 CHF | 99.99% | 99.99% |
15.05.2024 | 0.29% | 7.98 CHF | 8.00 CHF | 31'600 | 31'600 | 33'319 | 33'319 | 229'061 CHF | 229'729 CHF | 99.82% | 99.82% |
14.05.2024 | 0.33% | 6.16 CHF | 6.18 CHF | 35'300 | 35'300 | 36'906 | 36'906 | 223'488 CHF | 224'226 CHF | 99.84% | 99.84% |
13.05.2024 | 0.35% | 5.64 CHF | 5.66 CHF | 38'600 | 38'600 | 35'427 | 35'427 | 201'676 CHF | 202'384 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 5.74 CHF | 5.76 CHF | 32'100 | 32'100 | 37'095 | 37'095 | 240'321 CHF | 241'063 CHF | 99.99% | 99.99% |
08.05.2024 | 0.46% | 4.60 CHF | 4.62 CHF | 47'500 | 47'500 | 47'301 | 47'301 | 206'621 CHF | 207'567 CHF | 99.29% | 99.29% |
07.05.2024 | 0.34% | 4.47 CHF | 4.49 CHF | 47'100 | 47'100 | 52'702 | 52'702 | 234'780 CHF | 235'548 CHF | 100.00% | 100.00% |
06.05.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 58'600 | 58'600 | 58'600 | 58'599 | 251'178 CHF | 251'760 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 3.21 CHF | 3.22 CHF | 58'600 | 58'600 | 61'154 | 61'160 | 208'363 CHF | 208'995 CHF | 98.65% | 98.65% |
02.05.2024 | 0.30% | 3.58 CHF | 3.59 CHF | 63'800 | 63'800 | 61'132 | 61'132 | 201'703 CHF | 202'314 CHF | 99.98% | 99.98% |