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% | 3.83 CHF | 3.84 CHF | 132'000 | 132'000 | 59'075 | 59'075 | 214'700 CHF | 215'293 CHF | 99.99% | 99.99% |
15.05.2024 | 0.31% | 3.44 CHF | 3.45 CHF | 140'000 | 140'000 | 61'297 | 61'297 | 203'406 CHF | 204'021 CHF | 100.00% | 100.00% |
14.05.2024 | 0.33% | 3.18 CHF | 3.19 CHF | 144'000 | 144'000 | 63'956 | 63'956 | 199'740 CHF | 200'381 CHF | 100.00% | 100.00% |
13.05.2024 | 0.32% | 3.23 CHF | 3.24 CHF | 144'000 | 144'000 | 62'895 | 62'895 | 200'863 CHF | 201'493 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 146'000 | 146'000 | 62'594 | 62'594 | 203'572 CHF | 204'199 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 144'000 | 144'000 | 61'682 | 61'682 | 202'568 CHF | 203'185 CHF | 98.99% | 98.99% |
07.05.2024 | 0.31% | 3.41 CHF | 3.42 CHF | 140'000 | 140'000 | 61'344 | 61'344 | 205'229 CHF | 205'844 CHF | 99.67% | 99.67% |
06.05.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 142'000 | 142'000 | 61'419 | 61'419 | 201'649 CHF | 202'264 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 150'000 | 150'000 | 65'528 | 65'528 | 195'135 CHF | 195'792 CHF | 99.92% | 99.92% |
02.05.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 152'000 | 152'000 | 65'151 | 65'151 | 187'347 CHF | 188'000 CHF | 99.99% | 99.99% |