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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.52% | 3.37 CHF | 3.38 CHF | 88'000 | 88'000 | 39'181 | 39'181 | 134'333 CHF | 134'927 CHF | 100.00% | 100.00% |
13.05.2024 | 0.53% | 3.44 CHF | 3.45 CHF | 87'000 | 87'000 | 39'102 | 39'102 | 133'822 CHF | 134'415 CHF | 100.00% | 100.00% |
10.05.2024 | 0.53% | 3.41 CHF | 3.42 CHF | 87'000 | 87'000 | 39'359 | 39'359 | 133'752 CHF | 134'350 CHF | 100.00% | 100.00% |
08.05.2024 | 0.54% | 3.37 CHF | 3.38 CHF | 88'000 | 88'000 | 39'217 | 39'217 | 131'940 CHF | 132'537 CHF | 98.40% | 98.40% |
07.05.2024 | 0.54% | 3.33 CHF | 3.34 CHF | 88'000 | 88'000 | 39'696 | 39'696 | 132'604 CHF | 133'205 CHF | 98.97% | 98.97% |
06.05.2024 | 0.54% | 3.30 CHF | 3.31 CHF | 89'000 | 89'000 | 40'471 | 40'471 | 133'836 CHF | 134'450 CHF | 99.10% | 99.10% |
03.05.2024 | 0.54% | 3.29 CHF | 3.30 CHF | 89'000 | 89'000 | 40'410 | 40'410 | 132'880 CHF | 133'494 CHF | 99.74% | 99.74% |
02.05.2024 | 0.54% | 3.33 CHF | 3.34 CHF | 88'000 | 88'000 | 39'562 | 39'562 | 131'770 CHF | 132'370 CHF | 99.99% | 99.99% |
30.04.2024 | 0.84% | 3.30 CHF | 3.31 CHF | 89'000 | 89'000 | 32'951 | 32'951 | 109'843 CHF | 110'346 CHF | 98.87% | 98.87% |
29.04.2024 | 0.55% | 3.29 CHF | 3.30 CHF | 89'000 | 89'000 | 40'340 | 40'340 | 132'913 CHF | 133'526 CHF | 99.82% | 99.82% |