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 | 0.35% | 2.85 CHF | 2.86 CHF | 77'000 | 77'000 | 76'402 | 76'402 | 218'825 CHF | 219'590 CHF | 99.99% | 99.99% |
15.05.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 75'000 | 75'000 | 74'551 | 74'551 | 225'454 CHF | 226'201 CHF | 100.00% | 100.00% |
14.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 75'000 | 75'000 | 74'154 | 74'154 | 227'542 CHF | 228'284 CHF | 99.99% | 99.99% |
13.05.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 227'986 CHF | 228'732 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 3.06 CHF | 3.07 CHF | 75'000 | 75'000 | 74'064 | 74'064 | 228'902 CHF | 229'642 CHF | 100.00% | 100.00% |
08.05.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 76'000 | 76'000 | 76'281 | 76'281 | 221'086 CHF | 221'849 CHF | 99.07% | 99.07% |
07.05.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 76'000 | 76'000 | 75'953 | 75'953 | 221'510 CHF | 222'270 CHF | 99.60% | 99.60% |
06.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 76'000 | 76'000 | 76'199 | 76'199 | 222'341 CHF | 223'103 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 78'000 | 78'000 | 77'126 | 77'126 | 220'649 CHF | 221'420 CHF | 99.98% | 99.98% |
02.05.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 76'000 | 76'000 | 76'789 | 76'789 | 221'044 CHF | 221'812 CHF | 100.00% | 100.00% |