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 | 0.32% | 3.17 CHF | 3.18 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 144'599 CHF | 145'059 CHF | 100.00% | 100.00% |
15.05.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 46'000 | 46'000 | 45'908 | 45'908 | 142'368 CHF | 142'828 CHF | 100.00% | 100.00% |
14.05.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 46'000 | 46'000 | 46'973 | 46'973 | 140'901 CHF | 141'371 CHF | 99.96% | 99.96% |
13.05.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 142'471 CHF | 142'941 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 142'610 CHF | 143'080 CHF | 100.00% | 100.00% |
08.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 138'797 CHF | 139'267 CHF | 99.09% | 99.09% |
07.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 47'000 | 47'000 | 47'072 | 47'072 | 138'540 CHF | 139'011 CHF | 99.94% | 99.94% |
06.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 137'504 CHF | 137'984 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 135'544 CHF | 136'033 CHF | 99.98% | 99.98% |
02.05.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 133'791 CHF | 134'281 CHF | 99.99% | 99.99% |