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% | 3.43 CHF | 3.44 CHF | 114'300 | 114'300 | 63'101 | 63'101 | 216'700 CHF | 217'333 CHF | 100.00% | 100.00% |
15.05.2024 | 0.31% | 3.42 CHF | 3.43 CHF | 118'400 | 118'400 | 65'738 | 65'738 | 216'375 CHF | 217'036 CHF | 100.00% | 100.00% |
14.05.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 123'300 | 123'300 | 67'604 | 67'604 | 217'189 CHF | 217'867 CHF | 99.89% | 99.89% |
13.05.2024 | 0.33% | 3.15 CHF | 3.16 CHF | 129'500 | 129'500 | 71'648 | 71'648 | 222'316 CHF | 223'034 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 129'600 | 129'600 | 70'493 | 70'493 | 215'062 CHF | 215'768 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 134'000 | 134'000 | 72'915 | 72'915 | 214'286 CHF | 215'017 CHF | 97.90% | 97.90% |
07.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 135'500 | 135'500 | 74'406 | 74'406 | 221'971 CHF | 222'716 CHF | 97.92% | 97.92% |
06.05.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 131'500 | 131'500 | 72'595 | 72'595 | 210'955 CHF | 211'682 CHF | 99.86% | 99.86% |
03.05.2024 | 0.34% | 3.03 CHF | 3.04 CHF | 152'100 | 152'100 | 58'216 | 58'216 | 176'340 CHF | 176'923 CHF | 99.81% | 99.81% |
02.05.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 172'600 | 172'600 | 94'628 | 94'628 | 222'125 CHF | 223'073 CHF | 99.99% | 99.99% |