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 | 0.29% | 3.45 CHF | 3.46 CHF | 90'000 | 90'000 | 89'824 | 89'824 | 307'728 CHF | 308'628 CHF | 100.00% | 100.00% |
14.05.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 90'000 | 90'000 | 90'072 | 90'072 | 301'072 CHF | 301'973 CHF | 99.98% | 99.98% |
13.05.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 301'514 CHF | 302'414 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 308'248 CHF | 309'198 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 304'704 CHF | 305'654 CHF | 99.08% | 99.08% |
07.05.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 95'000 | 95'000 | 91'960 | 91'960 | 307'236 CHF | 308'156 CHF | 99.92% | 99.92% |
06.05.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 287'357 CHF | 288'357 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 100'000 | 100'000 | 100'049 | 100'049 | 281'175 CHF | 282'175 CHF | 99.97% | 99.97% |
02.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 105'000 | 105'000 | 104'356 | 104'356 | 290'173 CHF | 291'217 CHF | 100.00% | 100.00% |
30.04.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 105'000 | 105'000 | 100'935 | 100'935 | 283'709 CHF | 284'719 CHF | 100.00% | 100.00% |