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 | 0.25% | 4.25 CHF | 4.26 CHF | 132'000 | 132'000 | 59'075 | 59'075 | 239'690 CHF | 240'283 CHF | 99.99% | 99.99% |
15.05.2024 | 0.28% | 3.87 CHF | 3.88 CHF | 140'000 | 140'000 | 61'296 | 61'296 | 229'430 CHF | 230'046 CHF | 100.00% | 100.00% |
14.05.2024 | 0.29% | 3.61 CHF | 3.62 CHF | 144'000 | 144'000 | 63'956 | 63'956 | 226'962 CHF | 227'603 CHF | 99.99% | 99.99% |
13.05.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 144'000 | 144'000 | 62'894 | 62'894 | 227'558 CHF | 228'188 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 146'000 | 146'000 | 62'594 | 62'594 | 230'158 CHF | 230'785 CHF | 100.00% | 100.00% |
08.05.2024 | 0.28% | 3.67 CHF | 3.68 CHF | 144'000 | 144'000 | 61'681 | 61'681 | 228'802 CHF | 229'419 CHF | 98.99% | 98.99% |
07.05.2024 | 0.27% | 3.83 CHF | 3.84 CHF | 140'000 | 140'000 | 61'342 | 61'342 | 231'248 CHF | 231'863 CHF | 99.67% | 99.67% |
06.05.2024 | 0.28% | 3.76 CHF | 3.77 CHF | 142'000 | 142'000 | 61'398 | 61'398 | 227'584 CHF | 228'199 CHF | 99.98% | 99.98% |
03.05.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 150'000 | 150'000 | 65'484 | 65'484 | 222'749 CHF | 223'405 CHF | 99.87% | 99.87% |
02.05.2024 | 0.31% | 3.30 CHF | 3.31 CHF | 152'000 | 152'000 | 65'136 | 65'136 | 215'139 CHF | 215'792 CHF | 99.97% | 99.97% |