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% | 3.33 CHF | 3.34 CHF | 45'900 | 45'900 | 45'528 | 45'528 | 151'526 CHF | 151'981 CHF | 99.99% | 99.99% |
15.05.2024 | 0.35% | 3.03 CHF | 3.04 CHF | 48'500 | 48'500 | 48'082 | 48'082 | 138'869 CHF | 139'351 CHF | 100.00% | 100.00% |
14.05.2024 | 0.34% | 2.85 CHF | 2.86 CHF | 44'500 | 44'500 | 44'316 | 44'316 | 129'073 CHF | 129'516 CHF | 99.46% | 99.46% |
13.05.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 45'500 | 45'500 | 45'312 | 45'312 | 138'997 CHF | 139'451 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 3.01 CHF | 3.02 CHF | 42'400 | 42'400 | 42'225 | 42'225 | 130'320 CHF | 130'742 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 48'200 | 48'200 | 47'994 | 47'994 | 145'816 CHF | 146'296 CHF | 99.14% | 99.14% |
07.05.2024 | 0.38% | 2.82 CHF | 2.83 CHF | 54'600 | 54'600 | 54'670 | 54'670 | 142'478 CHF | 143'025 CHF | 99.63% | 99.63% |
06.05.2024 | 0.42% | 2.47 CHF | 2.48 CHF | 57'100 | 57'100 | 56'915 | 56'915 | 135'963 CHF | 136'532 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 62'200 | 62'200 | 62'111 | 62'111 | 144'150 CHF | 144'771 CHF | 99.93% | 99.93% |
02.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 60'100 | 60'100 | 59'505 | 59'505 | 132'581 CHF | 133'176 CHF | 100.00% | 100.00% |