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 | 0.33% | 3.07 CHF | 3.08 CHF | 58'000 | 58'000 | 57'884 | 57'884 | 177'678 CHF | 178'258 CHF | 99.99% | 99.99% |
14.05.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 58'000 | 58'000 | 57'995 | 57'995 | 176'391 CHF | 176'971 CHF | 100.00% | 100.00% |
13.05.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 58'000 | 58'000 | 57'023 | 57'023 | 179'102 CHF | 179'672 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 56'000 | 56'000 | 56'400 | 56'400 | 177'836 CHF | 178'400 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 176'859 CHF | 177'439 CHF | 99.09% | 99.09% |
07.05.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 58'000 | 58'000 | 58'711 | 58'711 | 174'681 CHF | 175'269 CHF | 99.94% | 99.94% |
06.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 175'630 CHF | 176'230 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 173'023 CHF | 173'623 CHF | 99.98% | 99.98% |
02.05.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 172'078 CHF | 172'678 CHF | 100.00% | 100.00% |
30.04.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 60'000 | 60'000 | 59'943 | 59'943 | 173'078 CHF | 173'678 CHF | 100.00% | 100.00% |