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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 184'000 | 184'000 | 182'884 | 182'884 | 699'227 CHF | 701'059 CHF | 100.00% | 100.00% |
14.05.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 184'000 | 184'000 | 184'036 | 184'036 | 694'560 CHF | 696'401 CHF | 100.00% | 100.00% |
13.05.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 184'000 | 184'000 | 186'458 | 186'458 | 701'275 CHF | 703'140 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 3.76 CHF | 3.77 CHF | 188'000 | 188'000 | 184'255 | 184'255 | 696'400 CHF | 698'242 CHF | 100.00% | 100.00% |
08.05.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 188'000 | 188'000 | 187'191 | 187'191 | 690'124 CHF | 691'996 CHF | 99.14% | 99.14% |
07.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 188'000 | 188'000 | 187'144 | 187'144 | 690'996 CHF | 692'869 CHF | 99.85% | 99.85% |
06.05.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 188'000 | 188'000 | 187'225 | 187'225 | 693'143 CHF | 695'015 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 188'000 | 188'000 | 187'235 | 187'235 | 691'482 CHF | 693'354 CHF | 99.99% | 99.99% |
02.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 188'000 | 188'000 | 187'225 | 187'225 | 693'291 CHF | 695'164 CHF | 99.99% | 99.99% |
30.04.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 188'000 | 188'000 | 187'652 | 187'652 | 689'061 CHF | 690'939 CHF | 100.00% | 100.00% |