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 | 0.29% | 3.55 CHF | 3.56 CHF | 40'000 | 40'000 | 39'625 | 39'625 | 137'694 CHF | 138'090 CHF | 100.00% | 100.00% |
14.05.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 40'000 | 40'000 | 39'811 | 39'810 | 139'862 CHF | 140'260 CHF | 98.78% | 98.78% |
13.05.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 40'000 | 40'000 | 39'625 | 39'625 | 139'267 CHF | 139'664 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 40'000 | 40'000 | 39'573 | 39'573 | 138'147 CHF | 138'543 CHF | 87.86% | 93.97% |
08.05.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 40'000 | 40'000 | 39'623 | 39'623 | 132'092 CHF | 132'488 CHF | 100.00% | 100.00% |
07.05.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 40'000 | 40'000 | 39'622 | 39'621 | 125'505 CHF | 125'900 CHF | 99.25% | 99.25% |
06.05.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 40'000 | 40'000 | 39'622 | 39'622 | 128'765 CHF | 129'161 CHF | 99.11% | 99.11% |
03.05.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 40'000 | 40'000 | 39'745 | 39'745 | 128'090 CHF | 128'488 CHF | 96.91% | 97.53% |
02.05.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 40'000 | 40'000 | 39'625 | 39'624 | 126'748 CHF | 127'143 CHF | 99.89% | 99.89% |
30.04.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 40'000 | 40'000 | 39'623 | 39'623 | 130'199 CHF | 130'596 CHF | 99.51% | 99.51% |