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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 108'465 CHF | 108'835 CHF | 100.00% | 100.00% |
28.05.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 37'000 | 37'000 | 36'931 | 36'931 | 110'494 CHF | 110'864 CHF | 99.90% | 99.90% |
27.05.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 36'000 | 36'000 | 35'676 | 35'676 | 109'306 CHF | 109'666 CHF | 99.44% | 99.44% |
24.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 112'170 CHF | 112'530 CHF | 99.99% | 99.99% |
23.05.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 36'000 | 36'000 | 35'862 | 35'862 | 111'836 CHF | 112'197 CHF | 100.00% | 100.00% |
22.05.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 110'146 CHF | 110'516 CHF | 100.00% | 100.00% |
21.05.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 37'000 | 37'000 | 36'973 | 36'973 | 108'742 CHF | 109'112 CHF | 99.75% | 99.75% |
17.05.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 37'000 | 37'000 | 36'991 | 36'991 | 111'275 CHF | 111'645 CHF | 99.33% | 99.33% |
16.05.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 37'000 | 37'000 | 36'880 | 36'880 | 111'488 CHF | 111'857 CHF | 100.00% | 100.00% |
15.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 37'000 | 37'000 | 36'927 | 36'927 | 111'026 CHF | 111'396 CHF | 100.00% | 100.00% |