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 | 0.29% | 3.43 CHF | 3.44 CHF | 300'000 | 300'000 | 299'737 | 299'737 | 1'034'120 CHF | 1'037'120 CHF | 99.95% | 99.95% |
15.05.2024 | 0.31% | 3.35 CHF | 3.36 CHF | 300'000 | 300'000 | 299'408 | 299'408 | 966'377 CHF | 969'377 CHF | 99.90% | 99.90% |
14.05.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 300'000 | 300'000 | 299'964 | 299'964 | 914'103 CHF | 917'103 CHF | 99.80% | 99.80% |
13.05.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 915'032 CHF | 918'032 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 895'182 CHF | 898'182 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 300'000 | 300'000 | 299'995 | 300'000 | 805'723 CHF | 808'737 CHF | 99.77% | 99.77% |
07.05.2024 | 0.41% | 2.58 CHF | 2.59 CHF | 300'000 | 300'000 | 299'816 | 299'816 | 738'700 CHF | 741'700 CHF | 96.13% | 96.13% |
06.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 666'770 CHF | 669'770 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 622'394 CHF | 625'394 CHF | 99.90% | 99.90% |
02.05.2024 | 0.49% | 1.95 CHF | 1.96 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 611'286 CHF | 614'286 CHF | 99.63% | 99.63% |