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 | 0.31% | 3.24 CHF | 3.25 CHF | 120'000 | 120'000 | 119'817 | 119'817 | 382'760 CHF | 383'960 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 3.07 CHF | 3.08 CHF | 130'000 | 130'000 | 124'954 | 124'954 | 359'541 CHF | 360'825 CHF | 99.90% | 99.90% |
14.05.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 352'069 CHF | 353'369 CHF | 99.96% | 99.96% |
13.05.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 357'105 CHF | 358'405 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.68 CHF | 2.69 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 357'834 CHF | 359'134 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 140'000 | 140'000 | 138'621 | 138'621 | 350'204 CHF | 351'604 CHF | 99.67% | 99.67% |
07.05.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 140'000 | 140'000 | 139'935 | 139'935 | 359'217 CHF | 360'617 CHF | 99.74% | 99.74% |
06.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 353'843 CHF | 355'343 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 320'451 CHF | 321'951 CHF | 99.97% | 99.97% |
02.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 293'520 CHF | 295'020 CHF | 99.52% | 99.52% |