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 | 0.34% | 2.98 CHF | 2.99 CHF | 33'000 | 33'000 | 32'857 | 32'857 | 97'125 CHF | 97'454 CHF | 100.00% | 100.00% |
14.05.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 34'000 | 34'000 | 33'649 | 33'649 | 96'714 CHF | 97'051 CHF | 99.40% | 99.40% |
13.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 34'000 | 34'000 | 33'681 | 33'681 | 97'038 CHF | 97'375 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 35'000 | 35'000 | 35'226 | 35'226 | 97'765 CHF | 98'118 CHF | 99.46% | 99.46% |
08.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 36'000 | 36'000 | 35'836 | 35'836 | 98'219 CHF | 98'577 CHF | 92.06% | 92.06% |
07.05.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 35'000 | 35'000 | 33'994 | 33'994 | 97'644 CHF | 97'984 CHF | 94.32% | 94.32% |
06.05.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 40'000 | 40'000 | 40'438 | 40'438 | 97'431 CHF | 97'836 CHF | 98.47% | 98.47% |
03.05.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 42'000 | 42'000 | 41'821 | 41'821 | 98'140 CHF | 98'559 CHF | 97.38% | 98.01% |
02.05.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 43'000 | 43'000 | 42'351 | 42'351 | 98'181 CHF | 98'605 CHF | 99.43% | 99.43% |
30.04.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 43'000 | 43'000 | 41'824 | 41'824 | 98'256 CHF | 98'674 CHF | 99.33% | 99.33% |