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 | 0.29% | 3.92 CHF | 3.93 CHF | 100'000 | 100'000 | 45'208 | 45'208 | 174'649 CHF | 175'132 CHF | 99.66% | 99.66% |
15.05.2024 | 0.29% | 3.80 CHF | 3.81 CHF | 100'000 | 100'000 | 45'206 | 45'206 | 170'595 CHF | 171'078 CHF | 99.65% | 99.65% |
14.05.2024 | 0.30% | 3.73 CHF | 3.74 CHF | 100'000 | 100'000 | 45'212 | 45'212 | 167'402 CHF | 167'885 CHF | 99.66% | 99.66% |
13.05.2024 | 0.30% | 3.57 CHF | 3.58 CHF | 100'000 | 100'000 | 45'974 | 45'974 | 162'431 CHF | 162'912 CHF | 94.86% | 94.86% |
10.05.2024 | 0.30% | 3.66 CHF | 3.67 CHF | 100'000 | 100'000 | 44'919 | 44'919 | 165'478 CHF | 165'959 CHF | 98.59% | 98.59% |
08.05.2024 | 0.29% | 3.75 CHF | 3.76 CHF | 100'000 | 100'000 | 45'206 | 45'206 | 169'758 CHF | 170'241 CHF | 99.65% | 99.65% |
07.05.2024 | 0.30% | 3.79 CHF | 3.80 CHF | 100'000 | 100'000 | 45'208 | 45'208 | 167'844 CHF | 168'327 CHF | 99.65% | 99.65% |
06.05.2024 | 0.30% | 3.61 CHF | 3.62 CHF | 100'000 | 100'000 | 45'205 | 45'205 | 163'279 CHF | 163'762 CHF | 99.66% | 99.66% |
03.05.2024 | 0.31% | 3.50 CHF | 3.51 CHF | 100'000 | 100'000 | 45'194 | 45'194 | 161'677 CHF | 162'160 CHF | 99.63% | 99.63% |
02.05.2024 | 0.31% | 3.56 CHF | 3.57 CHF | 100'000 | 100'000 | 45'204 | 45'204 | 160'796 CHF | 161'279 CHF | 99.66% | 99.66% |