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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 37'000 | 37'000 | 36'651 | 36'651 | 107'090 CHF | 107'457 CHF | 99.99% | 99.99% |
14.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 37'000 | 37'000 | 37'306 | 37'306 | 106'930 CHF | 107'303 CHF | 98.95% | 98.95% |
13.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 37'000 | 37'000 | 36'622 | 36'622 | 112'298 CHF | 112'665 CHF | 99.81% | 99.81% |
10.05.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 36'000 | 36'000 | 36'567 | 36'567 | 112'995 CHF | 113'361 CHF | 99.92% | 99.92% |
08.05.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 37'000 | 37'000 | 36'937 | 36'937 | 106'579 CHF | 106'949 CHF | 99.63% | 99.63% |
07.05.2024 | 0.37% | 2.83 CHF | 2.84 CHF | 38'000 | 38'000 | 37'572 | 37'572 | 102'964 CHF | 103'340 CHF | 99.80% | 99.80% |
06.05.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 38'000 | 38'000 | 37'514 | 37'514 | 99'176 CHF | 99'552 CHF | 98.79% | 98.79% |
03.05.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 39'000 | 39'000 | 37'998 | 37'998 | 97'253 CHF | 97'634 CHF | 98.68% | 98.68% |
02.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 39'000 | 39'000 | 38'688 | 38'688 | 97'842 CHF | 98'229 CHF | 99.40% | 99.40% |
30.04.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 39'000 | 39'000 | 38'557 | 38'557 | 99'068 CHF | 99'454 CHF | 99.96% | 99.96% |