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 | 0.29% | 3.79 CHF | 3.80 CHF | 100'000 | 100'000 | 45'212 | 45'212 | 170'149 CHF | 170'632 CHF | 99.65% | 99.65% |
13.05.2024 | 0.30% | 3.63 CHF | 3.64 CHF | 100'000 | 100'000 | 45'976 | 45'976 | 165'233 CHF | 165'714 CHF | 94.86% | 94.86% |
10.05.2024 | 0.29% | 3.72 CHF | 3.73 CHF | 100'000 | 100'000 | 44'920 | 44'920 | 168'210 CHF | 168'691 CHF | 98.59% | 98.59% |
08.05.2024 | 0.29% | 3.81 CHF | 3.82 CHF | 100'000 | 100'000 | 45'205 | 45'205 | 172'504 CHF | 172'987 CHF | 99.65% | 99.65% |
07.05.2024 | 0.29% | 3.85 CHF | 3.86 CHF | 100'000 | 100'000 | 45'204 | 45'204 | 170'574 CHF | 171'057 CHF | 99.65% | 99.65% |
06.05.2024 | 0.30% | 3.67 CHF | 3.68 CHF | 100'000 | 100'000 | 45'204 | 45'204 | 166'011 CHF | 166'494 CHF | 99.66% | 99.66% |
03.05.2024 | 0.30% | 3.56 CHF | 3.57 CHF | 100'000 | 100'000 | 45'194 | 45'194 | 164'414 CHF | 164'897 CHF | 99.62% | 99.62% |
02.05.2024 | 0.30% | 3.62 CHF | 3.63 CHF | 100'000 | 100'000 | 45'203 | 45'203 | 163'548 CHF | 164'031 CHF | 99.65% | 99.65% |
30.04.2024 | 0.30% | 3.65 CHF | 3.66 CHF | 100'000 | 100'000 | 45'210 | 45'210 | 166'549 CHF | 167'033 CHF | 99.65% | 99.65% |
29.04.2024 | 0.28% | 3.73 CHF | 3.74 CHF | 100'000 | 100'000 | 45'638 | 45'638 | 174'073 CHF | 174'558 CHF | 96.86% | 96.86% |