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 | 0.27% | 3.71 CHF | 3.72 CHF | 27'000 | 27'000 | 26'147 | 26'147 | 97'400 CHF | 97'661 CHF | 100.00% | 100.00% |
15.05.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 26'000 | 26'000 | 25'854 | 25'854 | 96'693 CHF | 96'952 CHF | 100.00% | 100.00% |
14.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 27'000 | 27'000 | 26'827 | 26'827 | 98'145 CHF | 98'414 CHF | 98.97% | 98.97% |
13.05.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 27'000 | 27'000 | 26'747 | 26'747 | 98'058 CHF | 98'326 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 27'000 | 27'000 | 27'449 | 27'449 | 97'669 CHF | 97'944 CHF | 99.43% | 99.43% |
08.05.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 28'000 | 28'000 | 27'937 | 27'937 | 98'443 CHF | 98'722 CHF | 92.01% | 92.01% |
07.05.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 27'000 | 27'000 | 26'747 | 26'747 | 97'781 CHF | 98'049 CHF | 94.28% | 94.28% |
06.05.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 31'000 | 31'000 | 30'642 | 30'642 | 97'826 CHF | 98'133 CHF | 98.35% | 98.35% |
03.05.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 31'000 | 31'000 | 31'737 | 31'737 | 99'288 CHF | 99'605 CHF | 97.42% | 98.06% |
02.05.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 32'000 | 32'000 | 31'849 | 31'849 | 98'746 CHF | 99'064 CHF | 99.39% | 99.39% |