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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 75'000 | 75'000 | 74'846 | 74'846 | 277'423 CHF | 278'173 CHF | 100.00% | 100.00% |
14.05.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 75'000 | 75'000 | 74'982 | 74'982 | 274'800 CHF | 275'550 CHF | 99.81% | 99.81% |
13.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 266'295 CHF | 267'045 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 277'198 CHF | 277'948 CHF | 100.00% | 100.00% |
08.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 276'179 CHF | 276'929 CHF | 99.77% | 99.77% |
07.05.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 75'000 | 75'000 | 74'943 | 74'943 | 299'832 CHF | 300'582 CHF | 98.42% | 98.42% |
06.05.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 294'857 CHF | 295'607 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 266'831 CHF | 267'581 CHF | 99.89% | 99.89% |
02.05.2024 | 0.27% | 3.55 CHF | 3.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 272'489 CHF | 273'239 CHF | 99.65% | 99.65% |
30.04.2024 | 0.26% | 3.69 CHF | 3.70 CHF | 75'000 | 75'000 | 74'939 | 74'939 | 284'423 CHF | 285'173 CHF | 100.00% | 100.00% |