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% | 3.82 CHF | 3.83 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 174'699 CHF | 175'159 CHF | 100.00% | 100.00% |
15.05.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 46'000 | 46'000 | 45'908 | 45'908 | 172'436 CHF | 172'896 CHF | 100.00% | 100.00% |
14.05.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 46'000 | 46'000 | 46'973 | 46'973 | 171'733 CHF | 172'202 CHF | 100.00% | 100.00% |
13.05.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 173'291 CHF | 173'761 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 173'385 CHF | 173'855 CHF | 100.00% | 100.00% |
08.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 169'616 CHF | 170'086 CHF | 99.09% | 99.09% |
07.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 47'000 | 47'000 | 47'072 | 47'072 | 169'358 CHF | 169'829 CHF | 99.94% | 99.94% |
06.05.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 168'933 CHF | 169'413 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 167'658 CHF | 168'147 CHF | 99.98% | 99.98% |
02.05.2024 | 0.29% | 3.35 CHF | 3.36 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 165'941 CHF | 166'431 CHF | 100.00% | 100.00% |