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 | 0.30% | 3.39 CHF | 3.40 CHF | 130'000 | 130'000 | 71'555 | 71'555 | 242'568 CHF | 243'286 CHF | 100.00% | 100.00% |
15.05.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 130'000 | 130'000 | 73'244 | 73'244 | 240'240 CHF | 240'976 CHF | 100.00% | 100.00% |
14.05.2024 | 0.32% | 3.23 CHF | 3.24 CHF | 135'000 | 135'000 | 74'548 | 74'548 | 239'505 CHF | 240'252 CHF | 99.87% | 99.87% |
13.05.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 135'000 | 135'000 | 72'762 | 72'762 | 236'783 CHF | 237'512 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 3.21 CHF | 3.22 CHF | 135'000 | 135'000 | 74'559 | 74'559 | 239'890 CHF | 240'637 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 135'000 | 135'000 | 73'994 | 73'994 | 233'750 CHF | 234'492 CHF | 99.14% | 99.14% |
07.05.2024 | 0.32% | 3.20 CHF | 3.21 CHF | 135'000 | 135'000 | 74'481 | 74'481 | 238'652 CHF | 239'399 CHF | 100.00% | 100.00% |
06.05.2024 | 0.33% | 3.14 CHF | 3.15 CHF | 135'000 | 135'000 | 74'544 | 74'544 | 232'003 CHF | 232'750 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 3.05 CHF | 3.06 CHF | 135'000 | 135'000 | 75'999 | 75'999 | 228'309 CHF | 229'071 CHF | 99.98% | 99.98% |
02.05.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 140'000 | 140'000 | 76'845 | 76'845 | 226'523 CHF | 227'292 CHF | 99.97% | 99.97% |