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 | 0.63% | 3.18 CHF | 3.20 CHF | 25'400 | 25'400 | 25'218 | 25'218 | 80'751 CHF | 81'257 CHF | 99.99% | 99.99% |
14.05.2024 | 0.66% | 3.13 CHF | 3.15 CHF | 25'600 | 25'600 | 25'865 | 25'865 | 77'817 CHF | 78'334 CHF | 99.69% | 99.69% |
13.05.2024 | 0.65% | 3.07 CHF | 3.09 CHF | 25'800 | 25'800 | 25'796 | 25'796 | 79'144 CHF | 79'660 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 3.06 CHF | 3.08 CHF | 26'900 | 26'900 | 26'901 | 26'901 | 82'652 CHF | 83'190 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 2.90 CHF | 2.92 CHF | 27'300 | 27'300 | 27'269 | 27'269 | 79'731 CHF | 80'276 CHF | 99.08% | 99.08% |
07.05.2024 | 0.69% | 2.92 CHF | 2.94 CHF | 28'200 | 28'200 | 28'180 | 28'180 | 81'865 CHF | 82'428 CHF | 99.70% | 99.70% |
06.05.2024 | 0.72% | 2.77 CHF | 2.79 CHF | 29'800 | 29'800 | 29'795 | 29'795 | 82'450 CHF | 83'046 CHF | 100.00% | 100.00% |
03.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 31'500 | 31'500 | 31'554 | 31'554 | 82'623 CHF | 82'938 CHF | 99.98% | 99.98% |
02.05.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 30'800 | 30'800 | 30'653 | 30'653 | 78'337 CHF | 78'643 CHF | 100.00% | 100.00% |
30.04.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 30'300 | 30'300 | 30'158 | 30'158 | 79'334 CHF | 79'639 CHF | 99.99% | 99.99% |