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% | 3.68 CHF | 3.69 CHF | 90'000 | 90'000 | 89'822 | 89'822 | 328'747 CHF | 329'647 CHF | 100.00% | 100.00% |
14.05.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 90'000 | 90'000 | 90'071 | 90'071 | 322'175 CHF | 323'076 CHF | 99.95% | 99.95% |
13.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 322'588 CHF | 323'488 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 330'466 CHF | 331'416 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 326'960 CHF | 327'910 CHF | 99.08% | 99.08% |
07.05.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 95'000 | 95'000 | 91'946 | 91'946 | 328'757 CHF | 329'677 CHF | 99.93% | 99.93% |
06.05.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 310'749 CHF | 311'749 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 100'000 | 100'000 | 100'048 | 100'048 | 304'564 CHF | 305'565 CHF | 99.99% | 99.99% |
02.05.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 105'000 | 105'000 | 104'358 | 104'358 | 314'652 CHF | 315'695 CHF | 100.00% | 100.00% |
30.04.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 105'000 | 105'000 | 100'940 | 100'940 | 307'380 CHF | 308'390 CHF | 100.00% | 100.00% |