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 | 0.28% | 3.60 CHF | 3.61 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 164'780 CHF | 165'240 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 46'000 | 46'000 | 45'910 | 45'910 | 162'524 CHF | 162'984 CHF | 100.00% | 100.00% |
14.05.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 46'000 | 46'000 | 46'973 | 46'973 | 161'543 CHF | 162'013 CHF | 99.96% | 99.96% |
13.05.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 163'105 CHF | 163'575 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 163'223 CHF | 163'693 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 159'440 CHF | 159'910 CHF | 99.09% | 99.09% |
07.05.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 47'000 | 47'000 | 47'071 | 47'071 | 159'218 CHF | 159'689 CHF | 99.94% | 99.94% |
06.05.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 158'601 CHF | 159'081 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 157'034 CHF | 157'523 CHF | 99.97% | 99.97% |
02.05.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 155'314 CHF | 155'804 CHF | 99.99% | 99.99% |