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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.05.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 160'780 CHF | 161'230 CHF | 99.90% | 99.90% |
27.05.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 45'000 | 45'000 | 44'805 | 44'805 | 158'086 CHF | 158'536 CHF | 99.44% | 99.44% |
24.05.2024 | 0.29% | 3.56 CHF | 3.57 CHF | 45'000 | 45'000 | 45'103 | 45'103 | 157'769 CHF | 158'220 CHF | 100.00% | 100.00% |
23.05.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 45'000 | 45'000 | 44'844 | 44'844 | 158'961 CHF | 159'411 CHF | 100.00% | 100.00% |
22.05.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 45'000 | 45'000 | 44'795 | 44'795 | 162'183 CHF | 162'631 CHF | 100.00% | 100.00% |
21.05.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 45'000 | 45'000 | 44'952 | 44'952 | 160'481 CHF | 160'931 CHF | 100.00% | 100.00% |
17.05.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 151'955 CHF | 152'375 CHF | 99.33% | 99.33% |
16.05.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 43'000 | 43'000 | 42'933 | 42'933 | 153'274 CHF | 153'703 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 43'000 | 43'000 | 42'880 | 42'880 | 153'900 CHF | 154'330 CHF | 100.00% | 100.00% |
14.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 43'000 | 43'000 | 42'992 | 42'992 | 152'452 CHF | 152'882 CHF | 100.00% | 100.00% |