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 | 0.32% | 3.15 CHF | 3.16 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 143'677 CHF | 144'137 CHF | 100.00% | 100.00% |
15.05.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 46'000 | 46'000 | 45'908 | 45'908 | 141'470 CHF | 141'930 CHF | 99.99% | 99.99% |
14.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 46'000 | 46'000 | 46'974 | 46'974 | 140'019 CHF | 140'489 CHF | 100.00% | 100.00% |
13.05.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 141'553 CHF | 142'023 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 141'693 CHF | 142'163 CHF | 100.00% | 100.00% |
08.05.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 137'932 CHF | 138'403 CHF | 99.08% | 99.08% |
07.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 47'000 | 47'000 | 47'071 | 47'071 | 137'669 CHF | 138'140 CHF | 99.94% | 99.94% |
06.05.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 136'647 CHF | 137'127 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 134'743 CHF | 135'232 CHF | 99.98% | 99.98% |
02.05.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 132'965 CHF | 133'455 CHF | 100.00% | 100.00% |