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 | 0.26% | 3.91 CHF | 3.92 CHF | 80'000 | 80'000 | 79'250 | 79'250 | 311'254 CHF | 312'047 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 3.80 CHF | 3.81 CHF | 86'000 | 86'000 | 85'363 | 85'363 | 311'990 CHF | 312'844 CHF | 100.00% | 100.00% |
14.05.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 88'000 | 88'000 | 87'596 | 87'596 | 301'179 CHF | 302'056 CHF | 98.83% | 98.83% |
13.05.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 89'000 | 89'000 | 88'165 | 88'165 | 303'247 CHF | 304'129 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 97'000 | 97'000 | 96'970 | 96'970 | 325'061 CHF | 326'032 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 104'000 | 104'000 | 103'021 | 103'021 | 312'635 CHF | 313'666 CHF | 100.00% | 100.00% |
07.05.2024 | 0.36% | 2.93 CHF | 2.94 CHF | 116'000 | 116'000 | 115'909 | 115'909 | 326'924 CHF | 328'084 CHF | 100.00% | 100.00% |
06.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 122'000 | 122'000 | 120'856 | 120'856 | 314'053 CHF | 315'263 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 127'000 | 127'000 | 127'053 | 127'053 | 313'129 CHF | 314'400 CHF | 96.89% | 96.89% |
02.05.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 124'000 | 124'000 | 122'672 | 122'672 | 298'413 CHF | 299'641 CHF | 99.45% | 99.45% |