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 | 0.30% | 3.29 CHF | 3.30 CHF | 60'000 | 60'000 | 59'956 | 59'956 | 196'868 CHF | 197'468 CHF | 100.00% | 100.00% |
15.05.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 60'000 | 60'000 | 59'883 | 59'883 | 196'354 CHF | 196'954 CHF | 100.00% | 100.00% |
14.05.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 60'000 | 60'000 | 63'065 | 63'065 | 202'884 CHF | 203'514 CHF | 99.99% | 99.99% |
13.05.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 207'841 CHF | 208'491 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 207'220 CHF | 207'870 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 65'000 | 65'000 | 64'989 | 64'989 | 200'910 CHF | 201'560 CHF | 99.09% | 99.09% |
07.05.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 65'000 | 65'000 | 64'971 | 64'971 | 198'515 CHF | 199'165 CHF | 99.94% | 99.94% |
06.05.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 193'000 CHF | 193'650 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 191'479 CHF | 192'129 CHF | 100.00% | 100.00% |
02.05.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 192'539 CHF | 193'189 CHF | 100.00% | 100.00% |