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% | 3.51 CHF | 3.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'053'840 CHF | 352'281 CHF | 99.33% | 99.33% |
15.05.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'018'650 CHF | 340'551 CHF | 99.33% | 99.33% |
14.05.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'002'440 CHF | 335'146 CHF | 99.36% | 99.36% |
13.05.2024 | 0.29% | 3.34 CHF | 3.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'020'000 CHF | 341'001 CHF | 98.49% | 98.49% |
10.05.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'003'330 CHF | 335'444 CHF | 99.37% | 99.37% |
08.05.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 986'498 CHF | 329'833 CHF | 99.04% | 99.04% |
07.05.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 999'986 CHF | 334'329 CHF | 99.36% | 99.36% |
06.05.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 971'852 CHF | 324'951 CHF | 99.36% | 99.36% |
03.05.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 934'999 CHF | 312'666 CHF | 99.27% | 99.27% |
02.05.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 924'769 CHF | 309'256 CHF | 99.30% | 99.30% |