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 | 0.31% | 3.26 CHF | 3.27 CHF | 37'000 | 37'000 | 36'880 | 36'880 | 119'931 CHF | 120'300 CHF | 100.00% | 100.00% |
15.05.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 37'000 | 37'000 | 36'927 | 36'927 | 119'520 CHF | 119'890 CHF | 100.00% | 100.00% |
14.05.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 37'000 | 37'000 | 36'999 | 36'999 | 117'980 CHF | 118'350 CHF | 100.00% | 100.00% |
13.05.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 118'492 CHF | 118'862 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 37'000 | 37'000 | 37'196 | 37'196 | 116'868 CHF | 117'240 CHF | 99.99% | 99.99% |
08.05.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 115'274 CHF | 115'654 CHF | 99.09% | 99.09% |
07.05.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 38'000 | 38'000 | 37'962 | 37'962 | 117'580 CHF | 117'960 CHF | 99.94% | 99.94% |
06.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 38'000 | 38'000 | 38'020 | 38'020 | 114'781 CHF | 115'161 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 39'000 | 39'000 | 38'363 | 38'363 | 115'078 CHF | 115'462 CHF | 99.96% | 99.96% |
02.05.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 39'000 | 39'000 | 39'126 | 39'126 | 112'980 CHF | 113'371 CHF | 100.00% | 100.00% |