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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.30% | 3.66 CHF | 3.67 CHF | 100'000 | 100'000 | 45'213 | 45'213 | 164'336 CHF | 164'819 CHF | 99.67% | 99.67% |
13.05.2024 | 0.31% | 3.50 CHF | 3.51 CHF | 100'000 | 100'000 | 45'977 | 45'977 | 159'328 CHF | 159'808 CHF | 94.86% | 94.86% |
10.05.2024 | 0.30% | 3.59 CHF | 3.60 CHF | 100'000 | 100'000 | 44'919 | 44'919 | 162'434 CHF | 162'914 CHF | 98.59% | 98.59% |
08.05.2024 | 0.30% | 3.68 CHF | 3.69 CHF | 100'000 | 100'000 | 45'208 | 45'208 | 166'698 CHF | 167'181 CHF | 99.66% | 99.66% |
07.05.2024 | 0.30% | 3.72 CHF | 3.73 CHF | 100'000 | 100'000 | 45'206 | 45'206 | 164'774 CHF | 165'258 CHF | 99.66% | 99.66% |
06.05.2024 | 0.31% | 3.54 CHF | 3.55 CHF | 100'000 | 100'000 | 45'206 | 45'206 | 160'227 CHF | 160'710 CHF | 99.67% | 99.67% |
03.05.2024 | 0.31% | 3.43 CHF | 3.44 CHF | 100'000 | 100'000 | 45'193 | 45'193 | 158'620 CHF | 159'103 CHF | 99.62% | 99.62% |
02.05.2024 | 0.32% | 3.50 CHF | 3.51 CHF | 100'000 | 100'000 | 45'205 | 45'205 | 157'722 CHF | 158'205 CHF | 99.66% | 99.66% |
30.04.2024 | 0.31% | 3.52 CHF | 3.53 CHF | 100'000 | 100'000 | 45'210 | 45'210 | 160'711 CHF | 161'194 CHF | 99.67% | 99.67% |
29.04.2024 | 0.29% | 3.60 CHF | 3.61 CHF | 100'000 | 100'000 | 45'636 | 45'636 | 168'184 CHF | 168'669 CHF | 96.86% | 96.86% |