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 | 0.25% | 3.92 CHF | 3.93 CHF | 71'000 | 71'000 | 70'918 | 70'918 | 278'795 CHF | 279'505 CHF | 100.00% | 100.00% |
15.05.2024 | 0.27% | 3.80 CHF | 3.81 CHF | 72'000 | 72'000 | 72'125 | 72'125 | 271'575 CHF | 272'298 CHF | 100.00% | 100.00% |
14.05.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 73'000 | 73'000 | 72'229 | 72'229 | 271'918 CHF | 272'640 CHF | 99.99% | 99.99% |
13.05.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 72'000 | 72'000 | 71'606 | 71'606 | 276'920 CHF | 277'636 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 71'000 | 71'000 | 71'447 | 71'447 | 278'104 CHF | 278'819 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 73'000 | 73'000 | 72'360 | 72'360 | 273'074 CHF | 273'798 CHF | 99.06% | 99.06% |
07.05.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 72'000 | 72'000 | 72'058 | 72'058 | 274'880 CHF | 275'601 CHF | 99.66% | 99.66% |
06.05.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 73'000 | 73'000 | 73'293 | 73'293 | 271'397 CHF | 272'130 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 74'000 | 74'000 | 74'660 | 74'660 | 265'550 CHF | 266'297 CHF | 99.96% | 99.96% |
02.05.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 76'000 | 76'000 | 75'184 | 75'184 | 261'736 CHF | 262'488 CHF | 99.98% | 99.98% |