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 | 0.30% | 3.40 CHF | 3.41 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 155'339 CHF | 155'799 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 46'000 | 46'000 | 45'909 | 45'909 | 153'067 CHF | 153'527 CHF | 100.00% | 100.00% |
14.05.2024 | 0.31% | 3.30 CHF | 3.31 CHF | 46'000 | 46'000 | 46'973 | 46'973 | 151'892 CHF | 152'362 CHF | 99.99% | 99.99% |
13.05.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 153'413 CHF | 153'883 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 153'545 CHF | 154'015 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 149'750 CHF | 150'221 CHF | 99.08% | 99.08% |
07.05.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 47'000 | 47'000 | 47'072 | 47'072 | 149'489 CHF | 149'960 CHF | 99.94% | 99.94% |
06.05.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 148'676 CHF | 149'156 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 146'973 CHF | 147'462 CHF | 99.98% | 99.98% |
02.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 145'205 CHF | 145'695 CHF | 100.00% | 100.00% |