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% | 4.05 CHF | 4.06 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 185'078 CHF | 185'538 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 46'000 | 46'000 | 45'907 | 45'907 | 182'801 CHF | 183'261 CHF | 99.99% | 99.99% |
14.05.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 46'000 | 46'000 | 46'974 | 46'974 | 182'322 CHF | 182'791 CHF | 100.00% | 100.00% |
13.05.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 183'880 CHF | 184'350 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 183'990 CHF | 184'460 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 180'217 CHF | 180'687 CHF | 99.09% | 99.09% |
07.05.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 47'000 | 47'000 | 47'075 | 47'075 | 180'037 CHF | 180'508 CHF | 99.94% | 99.94% |
06.05.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 179'837 CHF | 180'317 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 178'742 CHF | 179'232 CHF | 99.98% | 99.98% |
02.05.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 177'030 CHF | 177'520 CHF | 100.00% | 100.00% |