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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.27% | 3.79 CHF | 3.80 CHF | 48'000 | 48'000 | 47'572 | 47'572 | 179'612 CHF | 180'092 CHF | 99.44% | 99.44% |
24.05.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 48'000 | 48'000 | 48'735 | 48'735 | 179'788 CHF | 180'275 CHF | 100.00% | 100.00% |
23.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 48'000 | 48'000 | 48'635 | 48'635 | 178'675 CHF | 179'164 CHF | 100.00% | 100.00% |
22.05.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 178'247 CHF | 178'737 CHF | 100.00% | 100.00% |
21.05.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 48'000 | 48'000 | 48'202 | 48'202 | 178'973 CHF | 179'456 CHF | 99.84% | 99.84% |
17.05.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 48'000 | 48'000 | 48'012 | 48'012 | 179'463 CHF | 179'944 CHF | 99.33% | 99.33% |
16.05.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 176'736 CHF | 177'196 CHF | 100.00% | 100.00% |
15.05.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 46'000 | 46'000 | 45'911 | 45'911 | 174'458 CHF | 174'918 CHF | 100.00% | 100.00% |
14.05.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 46'000 | 46'000 | 46'973 | 46'973 | 173'736 CHF | 174'206 CHF | 99.99% | 99.99% |
13.05.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 175'301 CHF | 175'771 CHF | 100.00% | 100.00% |