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 | 0.33% | 3.10 CHF | 3.11 CHF | 270'000 | 270'000 | 93'176 | 93'176 | 289'253 CHF | 290'189 CHF | 99.99% | 99.99% |
15.05.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 270'000 | 270'000 | 93'258 | 93'258 | 290'635 CHF | 291'570 CHF | 99.99% | 99.99% |
14.05.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 270'000 | 270'000 | 93'630 | 93'630 | 292'972 CHF | 293'910 CHF | 100.00% | 100.00% |
13.05.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 270'000 | 270'000 | 93'705 | 93'705 | 287'505 CHF | 288'443 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 270'000 | 270'000 | 92'449 | 92'449 | 287'613 CHF | 288'539 CHF | 100.00% | 100.00% |
08.05.2024 | 0.34% | 3.12 CHF | 3.13 CHF | 270'000 | 270'000 | 91'103 | 91'103 | 279'717 CHF | 280'629 CHF | 98.98% | 98.98% |
07.05.2024 | 0.35% | 3.01 CHF | 3.02 CHF | 270'000 | 270'000 | 96'759 | 96'759 | 285'614 CHF | 286'584 CHF | 99.67% | 99.67% |
06.05.2024 | 0.36% | 2.89 CHF | 2.90 CHF | 280'000 | 280'000 | 98'528 | 98'528 | 278'946 CHF | 279'933 CHF | 100.00% | 100.00% |
03.05.2024 | 0.38% | 2.74 CHF | 2.75 CHF | 290'000 | 290'000 | 99'779 | 99'779 | 270'249 CHF | 271'248 CHF | 99.97% | 99.97% |
02.05.2024 | 0.39% | 2.66 CHF | 2.67 CHF | 290'000 | 290'000 | 101'695 | 101'695 | 265'355 CHF | 266'373 CHF | 100.00% | 100.00% |