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 | 0.28% | 3.66 CHF | 3.67 CHF | 27'000 | 27'000 | 26'747 | 26'747 | 97'233 CHF | 97'501 CHF | 100.00% | 100.00% |
14.05.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 28'000 | 28'000 | 27'721 | 27'721 | 98'475 CHF | 98'753 CHF | 99.36% | 99.36% |
13.05.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 28'000 | 28'000 | 27'738 | 27'738 | 98'743 CHF | 99'020 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 28'000 | 28'000 | 28'344 | 28'344 | 97'895 CHF | 98'178 CHF | 99.44% | 99.44% |
08.05.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 29'000 | 29'000 | 28'909 | 28'909 | 98'829 CHF | 99'118 CHF | 92.07% | 92.07% |
07.05.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 28'000 | 28'000 | 27'643 | 27'643 | 98'140 CHF | 98'417 CHF | 94.59% | 94.59% |
06.05.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 32'000 | 32'000 | 31'675 | 31'675 | 97'810 CHF | 98'127 CHF | 98.57% | 98.57% |
03.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 33'000 | 33'000 | 32'950 | 32'950 | 99'640 CHF | 99'970 CHF | 97.38% | 98.04% |
02.05.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 33'000 | 33'000 | 32'825 | 32'825 | 98'321 CHF | 98'650 CHF | 99.39% | 99.39% |
30.04.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 33'000 | 33'000 | 32'814 | 32'814 | 99'297 CHF | 99'626 CHF | 99.40% | 99.40% |