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% | 3.35 CHF | 3.36 CHF | 62'600 | 62'600 | 62'550 | 62'550 | 207'141 CHF | 207'767 CHF | 100.00% | 100.00% |
15.05.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 62'400 | 62'400 | 62'297 | 62'297 | 200'944 CHF | 201'568 CHF | 100.00% | 100.00% |
14.05.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 61'000 | 61'000 | 61'511 | 61'511 | 200'956 CHF | 201'571 CHF | 99.69% | 99.69% |
13.05.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 59'300 | 59'300 | 59'300 | 59'300 | 196'903 CHF | 197'496 CHF | 99.50% | 99.50% |
10.05.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 53'600 | 53'600 | 54'222 | 54'222 | 187'992 CHF | 188'534 CHF | 100.00% | 100.00% |
08.05.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 52'700 | 52'700 | 52'700 | 52'700 | 193'416 CHF | 193'943 CHF | 98.93% | 98.93% |
07.05.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 48'300 | 48'300 | 48'390 | 48'390 | 188'854 CHF | 189'338 CHF | 99.41% | 99.41% |
06.05.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 48'500 | 48'500 | 48'447 | 48'447 | 195'588 CHF | 196'072 CHF | 100.00% | 100.00% |
03.05.2024 | 0.25% | 4.14 CHF | 4.15 CHF | 51'000 | 51'000 | 50'978 | 50'978 | 205'768 CHF | 206'277 CHF | 99.98% | 99.98% |
02.05.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 51'000 | 51'000 | 51'150 | 51'150 | 201'990 CHF | 202'502 CHF | 98.57% | 98.57% |