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 | 0.27% | 3.89 CHF | 3.90 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 373'678 CHF | 374'669 CHF | 99.84% | 99.84% |
14.05.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 100'000 | 100'000 | 99'018 | 99'019 | 354'620 CHF | 355'614 CHF | 99.78% | 99.78% |
13.05.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 100'000 | 100'000 | 99'067 | 99'059 | 360'185 CHF | 361'147 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 372'133 CHF | 373'124 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 322'002 CHF | 322'993 CHF | 100.00% | 100.00% |
07.05.2024 | 0.35% | 3.16 CHF | 3.17 CHF | 100'000 | 100'000 | 98'892 | 98'892 | 286'261 CHF | 287'251 CHF | 99.78% | 99.78% |
06.05.2024 | 0.40% | 2.63 CHF | 2.64 CHF | 100'000 | 100'000 | 98'752 | 98'752 | 251'107 CHF | 252'096 CHF | 97.14% | 97.14% |
03.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 100'000 | 100'000 | 99'603 | 99'603 | 229'164 CHF | 230'160 CHF | 95.92% | 95.92% |
02.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 100'000 | 100'000 | 99'053 | 99'053 | 220'513 CHF | 221'505 CHF | 98.99% | 98.99% |
30.04.2024 | 0.41% | 2.24 CHF | 2.25 CHF | 100'000 | 100'000 | 99'322 | 99'322 | 244'382 CHF | 245'376 CHF | 99.51% | 99.51% |