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% | 3.28 CHF | 3.29 CHF | 90'000 | 90'000 | 89'939 | 89'939 | 295'929 CHF | 296'829 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 90'000 | 90'000 | 89'825 | 89'825 | 296'735 CHF | 297'635 CHF | 100.00% | 100.00% |
14.05.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 90'000 | 90'000 | 90'072 | 90'072 | 290'140 CHF | 291'041 CHF | 100.00% | 100.00% |
13.05.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 290'612 CHF | 291'512 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 296'783 CHF | 297'733 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 293'273 CHF | 294'223 CHF | 99.08% | 99.08% |
07.05.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 95'000 | 95'000 | 91'956 | 91'956 | 296'076 CHF | 296'996 CHF | 99.94% | 99.94% |
06.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 275'597 CHF | 276'597 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 100'000 | 100'000 | 100'048 | 100'048 | 269'433 CHF | 270'434 CHF | 99.94% | 99.94% |
02.05.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 105'000 | 105'000 | 104'356 | 104'356 | 278'000 CHF | 279'044 CHF | 100.00% | 100.00% |