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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 45'000 | 45'000 | 45'341 | 45'341 | 179'663 CHF | 180'116 CHF | 100.00% | 100.00% |
16.05.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 47'000 | 47'000 | 46'483 | 46'483 | 176'616 CHF | 177'081 CHF | 100.00% | 100.00% |
15.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 47'000 | 47'000 | 46'766 | 46'766 | 175'128 CHF | 175'596 CHF | 100.00% | 100.00% |
14.05.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 47'000 | 47'000 | 47'319 | 47'319 | 174'969 CHF | 175'442 CHF | 100.00% | 100.00% |
13.05.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 47'000 | 47'000 | 47'303 | 47'303 | 175'375 CHF | 175'848 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 47'000 | 47'000 | 46'707 | 46'707 | 177'931 CHF | 178'398 CHF | 100.00% | 100.00% |
08.05.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 48'000 | 48'000 | 47'695 | 47'695 | 175'076 CHF | 175'553 CHF | 99.06% | 99.06% |
07.05.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 47'000 | 47'000 | 46'694 | 46'694 | 174'871 CHF | 175'338 CHF | 100.00% | 100.00% |
06.05.2024 | - | 3.63 CHF | 3.70 CHF | 5'000 | 5'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 172'785 CHF | 173'262 CHF | 100.00% | 100.00% |