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% | 3.38 CHF | 3.39 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 154'508 CHF | 154'968 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 46'000 | 46'000 | 45'909 | 45'909 | 152'280 CHF | 152'740 CHF | 100.00% | 100.00% |
14.05.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 46'000 | 46'000 | 46'973 | 46'973 | 151'074 CHF | 151'544 CHF | 100.00% | 100.00% |
13.05.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 152'630 CHF | 153'100 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 152'750 CHF | 153'220 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 148'948 CHF | 149'418 CHF | 99.09% | 99.09% |
07.05.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 47'000 | 47'000 | 47'075 | 47'075 | 148'662 CHF | 149'133 CHF | 99.94% | 99.94% |
06.05.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 147'815 CHF | 148'295 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 146'122 CHF | 146'611 CHF | 99.98% | 99.98% |
02.05.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 144'373 CHF | 144'863 CHF | 99.99% | 99.99% |