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 | 0.33% | 3.04 CHF | 3.05 CHF | 90'000 | 90'000 | 89'938 | 89'938 | 274'865 CHF | 275'765 CHF | 100.00% | 100.00% |
15.05.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 90'000 | 90'000 | 89'824 | 89'824 | 275'908 CHF | 276'808 CHF | 100.00% | 100.00% |
14.05.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 90'000 | 90'000 | 90'072 | 90'072 | 269'262 CHF | 270'163 CHF | 100.00% | 100.00% |
13.05.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 269'771 CHF | 270'671 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 274'558 CHF | 275'508 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 271'232 CHF | 272'182 CHF | 99.08% | 99.08% |
07.05.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 95'000 | 95'000 | 91'945 | 91'945 | 274'741 CHF | 275'661 CHF | 99.93% | 99.93% |
06.05.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 252'381 CHF | 253'381 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 100'000 | 100'000 | 100'048 | 100'048 | 246'207 CHF | 247'208 CHF | 99.98% | 99.98% |
02.05.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 105'000 | 105'000 | 104'359 | 104'359 | 253'775 CHF | 254'819 CHF | 100.00% | 100.00% |