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 | 0.25% | 4.04 CHF | 4.05 CHF | 174'000 | 174'000 | 78'564 | 78'564 | 315'547 CHF | 316'336 CHF | 99.91% | 99.91% |
15.05.2024 | 0.28% | 3.95 CHF | 3.96 CHF | 176'000 | 176'000 | 80'808 | 80'808 | 304'143 CHF | 304'953 CHF | 99.98% | 99.98% |
14.05.2024 | 0.29% | 3.62 CHF | 3.63 CHF | 182'000 | 182'000 | 81'995 | 81'995 | 293'129 CHF | 293'950 CHF | 99.99% | 99.99% |
13.05.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 183'000 | 183'000 | 82'612 | 82'612 | 294'996 CHF | 295'823 CHF | 99.93% | 99.93% |
10.05.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 184'000 | 184'000 | 82'309 | 82'309 | 293'786 CHF | 294'610 CHF | 100.00% | 100.00% |
08.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 183'000 | 183'000 | 80'316 | 80'316 | 290'006 CHF | 290'810 CHF | 98.99% | 98.99% |
07.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 183'000 | 183'000 | 81'589 | 81'589 | 296'404 CHF | 297'222 CHF | 99.53% | 99.53% |
06.05.2024 | 0.29% | 3.70 CHF | 3.71 CHF | 181'000 | 181'000 | 81'460 | 81'460 | 291'442 CHF | 292'258 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 3.35 CHF | 3.36 CHF | 189'000 | 189'000 | 85'502 | 85'502 | 283'650 CHF | 284'507 CHF | 99.84% | 99.84% |
02.05.2024 | 0.33% | 3.15 CHF | 3.16 CHF | 193'000 | 193'000 | 87'777 | 87'777 | 271'057 CHF | 271'936 CHF | 99.95% | 99.95% |