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 | 0.27% | 3.77 CHF | 3.78 CHF | 90'000 | 90'000 | 89'818 | 89'818 | 336'620 CHF | 337'520 CHF | 100.00% | 100.00% |
14.05.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 90'000 | 90'000 | 90'070 | 90'070 | 330'337 CHF | 331'238 CHF | 99.97% | 99.97% |
13.05.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 330'752 CHF | 331'652 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 338'949 CHF | 339'899 CHF | 100.00% | 100.00% |
08.05.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 335'479 CHF | 336'429 CHF | 99.08% | 99.08% |
07.05.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 95'000 | 95'000 | 91'960 | 91'960 | 336'931 CHF | 337'851 CHF | 99.94% | 99.94% |
06.05.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 320'149 CHF | 321'149 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 100'000 | 100'000 | 100'049 | 100'049 | 313'867 CHF | 314'867 CHF | 99.96% | 99.96% |
02.05.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 105'000 | 105'000 | 104'356 | 104'356 | 324'312 CHF | 325'356 CHF | 100.00% | 100.00% |
30.04.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 105'000 | 105'000 | 100'944 | 100'944 | 316'709 CHF | 317'720 CHF | 100.00% | 100.00% |