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% | 4.10 CHF | 4.11 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 187'650 CHF | 188'110 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 46'000 | 46'000 | 45'912 | 45'912 | 185'381 CHF | 185'841 CHF | 100.00% | 100.00% |
14.05.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 46'000 | 46'000 | 46'974 | 46'974 | 184'912 CHF | 185'382 CHF | 100.00% | 100.00% |
13.05.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 186'484 CHF | 186'954 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 186'595 CHF | 187'065 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 182'774 CHF | 183'244 CHF | 99.09% | 99.09% |
07.05.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 47'000 | 47'000 | 47'071 | 47'071 | 182'529 CHF | 183'000 CHF | 99.94% | 99.94% |
06.05.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 182'349 CHF | 182'829 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 181'293 CHF | 181'782 CHF | 99.96% | 99.96% |
02.05.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 179'568 CHF | 180'058 CHF | 100.00% | 100.00% |