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 | 0.31% | 3.17 CHF | 3.18 CHF | 90'000 | 90'000 | 89'936 | 89'936 | 285'853 CHF | 286'753 CHF | 100.00% | 100.00% |
15.05.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 90'000 | 90'000 | 89'819 | 89'819 | 286'678 CHF | 287'578 CHF | 100.00% | 100.00% |
14.05.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 90'000 | 90'000 | 90'072 | 90'072 | 280'037 CHF | 280'938 CHF | 100.00% | 100.00% |
13.05.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 280'676 CHF | 281'576 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 286'019 CHF | 286'969 CHF | 100.00% | 100.00% |
08.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 282'482 CHF | 283'432 CHF | 99.09% | 99.09% |
07.05.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 95'000 | 95'000 | 91'946 | 91'946 | 285'882 CHF | 286'802 CHF | 99.94% | 99.94% |
06.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 264'128 CHF | 265'128 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 100'000 | 100'000 | 100'048 | 100'048 | 257'755 CHF | 258'755 CHF | 99.98% | 99.98% |
02.05.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 105'000 | 105'000 | 104'358 | 104'358 | 265'985 CHF | 267'028 CHF | 100.00% | 100.00% |