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 | 0.29% | 3.46 CHF | 3.47 CHF | 300'000 | 300'000 | 299'750 | 299'750 | 1'042'700 CHF | 1'045'700 CHF | 100.00% | 100.00% |
15.05.2024 | 0.31% | 3.38 CHF | 3.39 CHF | 300'000 | 300'000 | 299'394 | 299'394 | 974'885 CHF | 977'885 CHF | 99.89% | 99.89% |
14.05.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 300'000 | 300'000 | 299'966 | 299'966 | 922'572 CHF | 925'572 CHF | 99.79% | 99.79% |
13.05.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 923'644 CHF | 926'644 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 903'670 CHF | 906'670 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 814'326 CHF | 817'326 CHF | 99.77% | 99.77% |
07.05.2024 | 0.40% | 2.61 CHF | 2.62 CHF | 300'000 | 300'000 | 299'805 | 299'805 | 747'635 CHF | 750'635 CHF | 96.14% | 96.14% |
06.05.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 676'727 CHF | 679'727 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 633'060 CHF | 636'060 CHF | 99.88% | 99.88% |
02.05.2024 | 0.48% | 1.99 CHF | 2.00 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 622'300 CHF | 625'300 CHF | 99.55% | 99.55% |