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 | 0.28% | 3.53 CHF | 3.54 CHF | 74'200 | 74'200 | 81'804 | 81'804 | 289'138 CHF | 289'956 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 3.22 CHF | 3.23 CHF | 89'400 | 89'400 | 93'005 | 93'018 | 263'451 CHF | 264'417 CHF | 99.83% | 99.83% |
14.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 97'300 | 97'300 | 100'773 | 100'792 | 250'545 CHF | 251'598 CHF | 99.57% | 99.57% |
13.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 104'500 | 104'500 | 97'809 | 97'812 | 229'693 CHF | 230'677 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.36 CHF | 2.37 CHF | 90'800 | 90'800 | 101'877 | 101'877 | 267'529 CHF | 268'548 CHF | 99.99% | 99.99% |
08.05.2024 | 0.53% | 1.96 CHF | 1.97 CHF | 124'200 | 124'200 | 123'747 | 123'747 | 232'852 CHF | 234'090 CHF | 99.29% | 99.29% |
07.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 123'300 | 123'300 | 134'738 | 134'738 | 257'229 CHF | 258'577 CHF | 100.00% | 100.00% |
06.05.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 146'800 | 146'800 | 146'800 | 146'800 | 271'112 CHF | 272'580 CHF | 100.00% | 100.00% |
03.05.2024 | 0.65% | 1.46 CHF | 1.47 CHF | 146'800 | 146'800 | 151'770 | 151'770 | 232'755 CHF | 234'273 CHF | 98.69% | 98.69% |
02.05.2024 | 0.67% | 1.60 CHF | 1.61 CHF | 156'900 | 156'900 | 151'808 | 151'808 | 227'061 CHF | 228'579 CHF | 100.00% | 100.00% |