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% | 3.63 CHF | 3.64 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 166'005 CHF | 166'465 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 46'000 | 46'000 | 45'908 | 45'908 | 163'747 CHF | 164'207 CHF | 100.00% | 100.00% |
14.05.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 46'000 | 46'000 | 46'973 | 46'973 | 162'794 CHF | 163'264 CHF | 100.00% | 100.00% |
13.05.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 164'362 CHF | 164'832 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 164'464 CHF | 164'934 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 160'646 CHF | 161'116 CHF | 99.09% | 99.09% |
07.05.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 47'000 | 47'000 | 47'072 | 47'072 | 160'392 CHF | 160'863 CHF | 99.94% | 99.94% |
06.05.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 159'777 CHF | 160'257 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 158'291 CHF | 158'780 CHF | 99.96% | 99.96% |
02.05.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 156'538 CHF | 157'028 CHF | 100.00% | 100.00% |