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 | 0.38% | 2.66 CHF | 2.67 CHF | 380'200 | 380'200 | 370'912 | 370'912 | 984'408 CHF | 988'121 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 365'400 | 365'400 | 357'165 | 357'165 | 978'026 CHF | 981'606 CHF | 99.84% | 99.84% |
14.05.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 353'200 | 353'200 | 352'387 | 352'387 | 1'002'860 CHF | 1'006'390 CHF | 99.99% | 99.99% |
13.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 351'900 | 351'900 | 349'739 | 349'739 | 1'002'470 CHF | 1'005'970 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 348'400 | 348'400 | 337'554 | 337'554 | 977'207 CHF | 980'582 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 336'300 | 336'300 | 340'749 | 340'749 | 1'018'330 CHF | 1'021'740 CHF | 98.95% | 98.95% |
07.05.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 343'800 | 343'800 | 345'195 | 345'195 | 1'008'870 CHF | 1'012'320 CHF | 99.34% | 99.34% |
06.05.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 346'200 | 346'200 | 340'637 | 340'637 | 987'084 CHF | 990'491 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 337'000 | 337'000 | 327'896 | 327'896 | 969'132 CHF | 972'411 CHF | 99.94% | 99.94% |
02.05.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 322'000 | 322'000 | 316'013 | 316'013 | 989'216 CHF | 992'376 CHF | 100.00% | 100.00% |