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 | 0.30% | 3.32 CHF | 3.33 CHF | 77'000 | 77'000 | 76'400 | 76'400 | 254'581 CHF | 255'346 CHF | 99.99% | 99.99% |
15.05.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 75'000 | 75'000 | 74'550 | 74'550 | 260'292 CHF | 261'039 CHF | 100.00% | 100.00% |
14.05.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 75'000 | 75'000 | 74'154 | 74'154 | 262'062 CHF | 262'804 CHF | 99.99% | 99.99% |
13.05.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 262'689 CHF | 263'435 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 75'000 | 75'000 | 74'065 | 74'065 | 263'254 CHF | 263'995 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 76'000 | 76'000 | 76'282 | 76'282 | 256'541 CHF | 257'304 CHF | 99.06% | 99.06% |
07.05.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 76'000 | 76'000 | 75'965 | 75'965 | 256'794 CHF | 257'554 CHF | 99.58% | 99.58% |
06.05.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 76'000 | 76'000 | 76'199 | 76'199 | 257'644 CHF | 258'406 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 78'000 | 78'000 | 77'127 | 77'127 | 256'482 CHF | 257'253 CHF | 100.00% | 100.00% |
02.05.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 76'000 | 76'000 | 76'789 | 76'789 | 256'669 CHF | 257'437 CHF | 99.99% | 99.99% |