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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.65% | 3.02 CHF | 3.04 CHF | 25'600 | 25'600 | 25'498 | 25'498 | 77'796 CHF | 78'306 CHF | 99.98% | 99.98% |
13.05.2024 | 0.67% | 3.03 CHF | 3.05 CHF | 27'000 | 27'000 | 27'371 | 27'371 | 81'161 CHF | 81'709 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 2.76 CHF | 2.78 CHF | 28'500 | 28'500 | 27'926 | 27'926 | 78'731 CHF | 79'290 CHF | 99.99% | 99.99% |
08.05.2024 | 0.64% | 3.01 CHF | 3.03 CHF | 23'900 | 23'900 | 23'433 | 23'433 | 73'537 CHF | 74'006 CHF | 99.07% | 99.07% |
07.05.2024 | 0.61% | 3.43 CHF | 3.45 CHF | 24'200 | 24'200 | 24'484 | 24'484 | 80'299 CHF | 80'788 CHF | 97.65% | 97.65% |
06.05.2024 | 0.65% | 3.10 CHF | 3.12 CHF | 25'800 | 25'800 | 25'883 | 25'883 | 79'796 CHF | 80'313 CHF | 100.00% | 100.00% |
03.05.2024 | 0.67% | 2.99 CHF | 3.01 CHF | 26'800 | 26'800 | 26'660 | 26'660 | 79'844 CHF | 80'378 CHF | 99.99% | 99.99% |
02.05.2024 | 0.70% | 2.88 CHF | 2.90 CHF | 27'200 | 27'200 | 27'401 | 27'401 | 77'558 CHF | 78'106 CHF | 100.00% | 100.00% |
30.04.2024 | 0.68% | 2.81 CHF | 2.83 CHF | 27'000 | 27'000 | 26'882 | 26'882 | 78'495 CHF | 79'032 CHF | 100.00% | 100.00% |
29.04.2024 | 0.68% | 2.88 CHF | 2.90 CHF | 28'300 | 28'300 | 28'164 | 28'164 | 82'653 CHF | 83'216 CHF | 100.00% | 100.00% |