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 | 0.26% | 3.86 CHF | 3.87 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 176'736 CHF | 177'196 CHF | 100.00% | 100.00% |
15.05.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 46'000 | 46'000 | 45'911 | 45'911 | 174'458 CHF | 174'918 CHF | 100.00% | 100.00% |
14.05.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 46'000 | 46'000 | 46'973 | 46'973 | 173'736 CHF | 174'206 CHF | 99.99% | 99.99% |
13.05.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 175'301 CHF | 175'771 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 175'427 CHF | 175'897 CHF | 100.00% | 100.00% |
08.05.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 171'618 CHF | 172'088 CHF | 99.09% | 99.09% |
07.05.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 47'000 | 47'000 | 47'072 | 47'072 | 171'374 CHF | 171'845 CHF | 99.94% | 99.94% |
06.05.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 170'967 CHF | 171'447 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 169'678 CHF | 170'168 CHF | 99.99% | 99.99% |
02.05.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 167'937 CHF | 168'427 CHF | 100.00% | 100.00% |