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 | 0.26% | 42.53 CHF | 42.64 CHF | 4'000 | 4'000 | 3'965 | 3'965 | 171'053 CHF | 171'504 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 44.48 CHF | 44.59 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 177'303 CHF | 177'727 CHF | 100.00% | 100.00% |
14.05.2024 | 0.24% | 44.73 CHF | 44.83 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 175'029 CHF | 175'443 CHF | 100.00% | 100.00% |
13.05.2024 | 0.23% | 43.24 CHF | 43.35 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 172'348 CHF | 172'752 CHF | 100.00% | 100.00% |
10.05.2024 | 0.23% | 42.33 CHF | 42.43 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 165'763 CHF | 166'144 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 39.31 CHF | 39.41 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 157'152 CHF | 157'524 CHF | 100.00% | 100.00% |
07.05.2024 | 0.24% | 38.02 CHF | 38.11 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 185'545 CHF | 185'983 CHF | 100.00% | 100.00% |
06.05.2024 | 0.24% | 35.31 CHF | 35.39 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 179'877 CHF | 180'313 CHF | 100.00% | 100.00% |
03.05.2024 | 0.25% | 35.15 CHF | 35.24 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 144'416 CHF | 144'776 CHF | 100.00% | 100.00% |
02.05.2024 | 0.25% | 36.67 CHF | 36.76 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 147'725 CHF | 148'087 CHF | 100.00% | 100.00% |