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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 211'000 | 211'000 | 208'408 | 208'408 | 604'986 CHF | 607'072 CHF | 98.88% | 98.88% |
22.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 215'000 | 215'000 | 212'613 | 212'613 | 622'610 CHF | 624'738 CHF | 100.00% | 100.00% |
21.05.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 217'000 | 217'000 | 214'680 | 214'680 | 619'135 CHF | 621'284 CHF | 100.00% | 100.00% |
17.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 207'000 | 207'000 | 205'071 | 205'071 | 590'056 CHF | 592'109 CHF | 100.00% | 100.00% |
16.05.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 204'000 | 204'000 | 201'154 | 201'154 | 592'749 CHF | 594'763 CHF | 100.00% | 100.00% |
15.05.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 194'000 | 194'000 | 193'062 | 193'062 | 591'268 CHF | 593'201 CHF | 100.00% | 100.00% |
14.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 195'000 | 195'000 | 193'686 | 193'686 | 611'975 CHF | 613'913 CHF | 99.10% | 99.10% |
13.05.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 192'000 | 192'000 | 190'229 | 190'229 | 601'178 CHF | 603'082 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 179'000 | 179'000 | 178'227 | 178'227 | 571'693 CHF | 573'477 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 175'000 | 175'000 | 173'352 | 173'352 | 586'859 CHF | 588'594 CHF | 100.00% | 100.00% |